NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 5.960 6.041 0.081 1.4% 5.591
High 6.020 6.050 0.030 0.5% 6.026
Low 5.877 5.783 -0.094 -1.6% 5.515
Close 5.925 5.820 -0.105 -1.8% 5.925
Range 0.143 0.267 0.124 86.7% 0.511
ATR 0.200 0.205 0.005 2.4% 0.000
Volume 3,830 2,340 -1,490 -38.9% 13,353
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.685 6.520 5.967
R3 6.418 6.253 5.893
R2 6.151 6.151 5.869
R1 5.986 5.986 5.844 5.935
PP 5.884 5.884 5.884 5.859
S1 5.719 5.719 5.796 5.668
S2 5.617 5.617 5.771
S3 5.350 5.452 5.747
S4 5.083 5.185 5.673
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.355 7.151 6.206
R3 6.844 6.640 6.066
R2 6.333 6.333 6.019
R1 6.129 6.129 5.972 6.231
PP 5.822 5.822 5.822 5.873
S1 5.618 5.618 5.878 5.720
S2 5.311 5.311 5.831
S3 4.800 5.107 5.784
S4 4.289 4.596 5.644
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.050 5.637 0.413 7.1% 0.188 3.2% 44% True False 2,821
10 6.050 5.241 0.809 13.9% 0.198 3.4% 72% True False 2,593
20 6.050 4.848 1.202 20.7% 0.205 3.5% 81% True False 2,264
40 6.050 4.848 1.202 20.7% 0.175 3.0% 81% True False 1,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.185
2.618 6.749
1.618 6.482
1.000 6.317
0.618 6.215
HIGH 6.050
0.618 5.948
0.500 5.917
0.382 5.885
LOW 5.783
0.618 5.618
1.000 5.516
1.618 5.351
2.618 5.084
4.250 4.648
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 5.917 5.884
PP 5.884 5.863
S1 5.852 5.841

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

View Archives - Comment on this page... - Back to Index of Symbols