NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 30-Dec-2010
Day Change Summary
Previous Current
29-Dec-2010 30-Dec-2010 Change Change % Previous Week
Open 4.375 4.450 0.075 1.7% 4.221
High 4.446 4.491 0.045 1.0% 4.421
Low 4.363 4.380 0.017 0.4% 4.197
Close 4.431 4.472 0.041 0.9% 4.317
Range 0.083 0.111 0.028 33.7% 0.224
ATR 0.124 0.123 -0.001 -0.7% 0.000
Volume 3,503 1,944 -1,559 -44.5% 13,225
Daily Pivots for day following 30-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.781 4.737 4.533
R3 4.670 4.626 4.503
R2 4.559 4.559 4.492
R1 4.515 4.515 4.482 4.537
PP 4.448 4.448 4.448 4.459
S1 4.404 4.404 4.462 4.426
S2 4.337 4.337 4.452
S3 4.226 4.293 4.441
S4 4.115 4.182 4.411
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 4.491 4.234 0.257 5.7% 0.099 2.2% 93% True False 2,226
10 4.491 4.147 0.344 7.7% 0.123 2.7% 94% True False 2,881
20 4.657 4.147 0.510 11.4% 0.121 2.7% 64% False False 2,892
40 4.657 4.043 0.614 13.7% 0.118 2.6% 70% False False 2,236
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.963
2.618 4.782
1.618 4.671
1.000 4.602
0.618 4.560
HIGH 4.491
0.618 4.449
0.500 4.436
0.382 4.422
LOW 4.380
0.618 4.311
1.000 4.269
1.618 4.200
2.618 4.089
4.250 3.908
Fisher Pivots for day following 30-Dec-2010
Pivot 1 day 3 day
R1 4.460 4.445
PP 4.448 4.418
S1 4.436 4.391

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

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