NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 5.120 5.303 0.183 3.6% 5.510
High 5.158 5.470 0.312 6.0% 5.510
Low 5.062 5.302 0.240 4.7% 4.970
Close 5.128 5.472 0.344 6.7% 5.128
Range 0.096 0.168 0.072 75.0% 0.540
ATR 0.179 0.190 0.012 6.5% 0.000
Volume 6,947 1,632 -5,315 -76.5% 15,331
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.919 5.863 5.564
R3 5.751 5.695 5.518
R2 5.583 5.583 5.503
R1 5.527 5.527 5.487 5.555
PP 5.415 5.415 5.415 5.429
S1 5.359 5.359 5.457 5.387
S2 5.247 5.247 5.441
S3 5.079 5.191 5.426
S4 4.911 5.023 5.380
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.823 6.515 5.425
R3 6.283 5.975 5.277
R2 5.743 5.743 5.227
R1 5.435 5.435 5.178 5.319
PP 5.203 5.203 5.203 5.145
S1 4.895 4.895 5.079 4.779
S2 4.663 4.663 5.029
S3 4.123 4.355 4.980
S4 3.583 3.815 4.831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.470 4.970 0.500 9.1% 0.151 2.8% 100% True False 3,305
10 5.712 4.970 0.742 13.6% 0.172 3.1% 68% False False 2,074
20 5.712 4.970 0.742 13.6% 0.151 2.8% 68% False False 1,961
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.184
2.618 5.910
1.618 5.742
1.000 5.638
0.618 5.574
HIGH 5.470
0.618 5.406
0.500 5.386
0.382 5.366
LOW 5.302
0.618 5.198
1.000 5.134
1.618 5.030
2.618 4.862
4.250 4.588
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 5.443 5.388
PP 5.415 5.304
S1 5.386 5.220

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

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