NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 16-Dec-2010
Day Change Summary
Previous Current
15-Dec-2010 16-Dec-2010 Change Change % Previous Week
Open 4.343 4.298 -0.045 -1.0% 4.495
High 4.382 4.321 -0.061 -1.4% 4.657
Low 4.326 4.200 -0.126 -2.9% 4.437
Close 4.352 4.225 -0.127 -2.9% 4.497
Range 0.056 0.121 0.065 116.1% 0.220
ATR 0.121 0.123 0.002 1.8% 0.000
Volume 2,656 3,154 498 18.8% 17,259
Daily Pivots for day following 16-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.612 4.539 4.292
R3 4.491 4.418 4.258
R2 4.370 4.370 4.247
R1 4.297 4.297 4.236 4.273
PP 4.249 4.249 4.249 4.237
S1 4.176 4.176 4.214 4.152
S2 4.128 4.128 4.203
S3 4.007 4.055 4.192
S4 3.886 3.934 4.158
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.190 5.064 4.618
R3 4.970 4.844 4.558
R2 4.750 4.750 4.537
R1 4.624 4.624 4.517 4.687
PP 4.530 4.530 4.530 4.562
S1 4.404 4.404 4.477 4.467
S2 4.310 4.310 4.457
S3 4.090 4.184 4.437
S4 3.870 3.964 4.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.598 4.200 0.398 9.4% 0.109 2.6% 6% False True 2,875
10 4.657 4.200 0.457 10.8% 0.118 2.8% 5% False True 3,050
20 4.657 4.186 0.471 11.1% 0.118 2.8% 8% False False 2,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.835
2.618 4.638
1.618 4.517
1.000 4.442
0.618 4.396
HIGH 4.321
0.618 4.275
0.500 4.261
0.382 4.246
LOW 4.200
0.618 4.125
1.000 4.079
1.618 4.004
2.618 3.883
4.250 3.686
Fisher Pivots for day following 16-Dec-2010
Pivot 1 day 3 day
R1 4.261 4.343
PP 4.249 4.303
S1 4.237 4.264

These figures are updated between 7pm and 10pm EST after a trading day.

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