NYMEX Natural Gas Future September 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 4.384 4.466 0.082 1.9% 4.300
High 4.496 4.494 -0.002 0.0% 4.473
Low 4.352 4.416 0.064 1.5% 4.250
Close 4.466 4.484 0.018 0.4% 4.368
Range 0.144 0.078 -0.066 -45.8% 0.223
ATR 0.128 0.124 -0.004 -2.8% 0.000
Volume 544 1,659 1,115 205.0% 6,564
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 4.699 4.669 4.527
R3 4.621 4.591 4.505
R2 4.543 4.543 4.498
R1 4.513 4.513 4.491 4.528
PP 4.465 4.465 4.465 4.472
S1 4.435 4.435 4.477 4.450
S2 4.387 4.387 4.470
S3 4.309 4.357 4.463
S4 4.231 4.279 4.441
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.033 4.923 4.491
R3 4.810 4.700 4.429
R2 4.587 4.587 4.409
R1 4.477 4.477 4.388 4.532
PP 4.364 4.364 4.364 4.391
S1 4.254 4.254 4.348 4.309
S2 4.141 4.141 4.327
S3 3.918 4.031 4.307
S4 3.695 3.808 4.245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.496 4.250 0.246 5.5% 0.104 2.3% 95% False False 1,136
10 4.496 4.209 0.287 6.4% 0.114 2.5% 96% False False 1,569
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 4.826
2.618 4.698
1.618 4.620
1.000 4.572
0.618 4.542
HIGH 4.494
0.618 4.464
0.500 4.455
0.382 4.446
LOW 4.416
0.618 4.368
1.000 4.338
1.618 4.290
2.618 4.212
4.250 4.085
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 4.474 4.454
PP 4.465 4.423
S1 4.455 4.393

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

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