NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 23-Dec-2010
Day Change Summary
Previous Current
22-Dec-2010 23-Dec-2010 Change Change % Previous Week
Open 4.271 4.283 0.012 0.3% 4.595
High 4.346 4.331 -0.015 -0.3% 4.598
Low 4.197 4.268 0.071 1.7% 4.147
Close 4.347 4.317 -0.030 -0.7% 4.258
Range 0.149 0.063 -0.086 -57.7% 0.451
ATR 0.132 0.128 -0.004 -2.9% 0.000
Volume 3,833 2,299 -1,534 -40.0% 14,130
Daily Pivots for day following 23-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.494 4.469 4.352
R3 4.431 4.406 4.334
R2 4.368 4.368 4.329
R1 4.343 4.343 4.323 4.356
PP 4.305 4.305 4.305 4.312
S1 4.280 4.280 4.311 4.293
S2 4.242 4.242 4.305
S3 4.179 4.217 4.300
S4 4.116 4.154 4.282
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.687 5.424 4.506
R3 5.236 4.973 4.382
R2 4.785 4.785 4.341
R1 4.522 4.522 4.299 4.428
PP 4.334 4.334 4.334 4.288
S1 4.071 4.071 4.217 3.977
S2 3.883 3.883 4.175
S3 3.432 3.620 4.134
S4 2.981 3.169 4.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.421 4.147 0.274 6.3% 0.135 3.1% 62% False False 3,364
10 4.598 4.147 0.451 10.4% 0.122 2.8% 38% False False 3,120
20 4.657 4.147 0.510 11.8% 0.122 2.8% 33% False False 2,770
40 4.657 4.043 0.614 14.2% 0.124 2.9% 45% False False 2,185
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.599
2.618 4.496
1.618 4.433
1.000 4.394
0.618 4.370
HIGH 4.331
0.618 4.307
0.500 4.300
0.382 4.292
LOW 4.268
0.618 4.229
1.000 4.205
1.618 4.166
2.618 4.103
4.250 4.000
Fisher Pivots for day following 23-Dec-2010
Pivot 1 day 3 day
R1 4.311 4.309
PP 4.305 4.301
S1 4.300 4.293

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

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