NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 4.310 4.375 0.065 1.5% 4.221
High 4.440 4.446 0.006 0.1% 4.421
Low 4.290 4.363 0.073 1.7% 4.197
Close 4.413 4.431 0.018 0.4% 4.317
Range 0.150 0.083 -0.067 -44.7% 0.224
ATR 0.127 0.124 -0.003 -2.5% 0.000
Volume 1,334 3,503 2,169 162.6% 13,225
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.662 4.630 4.477
R3 4.579 4.547 4.454
R2 4.496 4.496 4.446
R1 4.464 4.464 4.439 4.480
PP 4.413 4.413 4.413 4.422
S1 4.381 4.381 4.423 4.397
S2 4.330 4.330 4.416
S3 4.247 4.298 4.408
S4 4.164 4.215 4.385
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.984 4.874 4.440
R3 4.760 4.650 4.379
R2 4.536 4.536 4.358
R1 4.426 4.426 4.338 4.481
PP 4.312 4.312 4.312 4.339
S1 4.202 4.202 4.296 4.257
S2 4.088 4.088 4.276
S3 3.864 3.978 4.255
S4 3.640 3.754 4.194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.446 4.197 0.249 5.6% 0.106 2.4% 94% True False 2,604
10 4.446 4.147 0.299 6.7% 0.117 2.6% 95% True False 2,952
20 4.657 4.147 0.510 11.5% 0.119 2.7% 56% False False 2,899
40 4.657 4.043 0.614 13.9% 0.118 2.7% 63% False False 2,223
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.799
2.618 4.663
1.618 4.580
1.000 4.529
0.618 4.497
HIGH 4.446
0.618 4.414
0.500 4.405
0.382 4.395
LOW 4.363
0.618 4.312
1.000 4.280
1.618 4.229
2.618 4.146
4.250 4.010
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 4.422 4.401
PP 4.413 4.370
S1 4.405 4.340

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

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