NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 5.545 5.562 0.017 0.3% 5.510
High 5.587 5.562 -0.025 -0.4% 5.510
Low 5.471 5.363 -0.108 -2.0% 4.970
Close 5.545 5.380 -0.165 -3.0% 5.128
Range 0.116 0.199 0.083 71.6% 0.540
ATR 0.185 0.186 0.001 0.5% 0.000
Volume 1,434 3,213 1,779 124.1% 15,331
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.032 5.905 5.489
R3 5.833 5.706 5.435
R2 5.634 5.634 5.416
R1 5.507 5.507 5.398 5.471
PP 5.435 5.435 5.435 5.417
S1 5.308 5.308 5.362 5.272
S2 5.236 5.236 5.344
S3 5.037 5.109 5.325
S4 4.838 4.910 5.271
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 5.587 4.970 0.617 11.5% 0.151 2.8% 66% False False 3,673
10 5.712 4.970 0.742 13.8% 0.178 3.3% 55% False False 2,369
20 5.712 4.970 0.742 13.8% 0.152 2.8% 55% False False 1,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.408
2.618 6.083
1.618 5.884
1.000 5.761
0.618 5.685
HIGH 5.562
0.618 5.486
0.500 5.463
0.382 5.439
LOW 5.363
0.618 5.240
1.000 5.164
1.618 5.041
2.618 4.842
4.250 4.517
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 5.463 5.445
PP 5.435 5.423
S1 5.408 5.402

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

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