NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 5.897 5.871 -0.026 -0.4% 5.303
High 5.911 6.110 0.199 3.4% 5.765
Low 5.768 5.844 0.076 1.3% 5.302
Close 5.800 6.014 0.214 3.7% 5.607
Range 0.143 0.266 0.123 86.0% 0.463
ATR 0.189 0.198 0.009 4.5% 0.000
Volume 1,854 2,373 519 28.0% 10,174
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.787 6.667 6.160
R3 6.521 6.401 6.087
R2 6.255 6.255 6.063
R1 6.135 6.135 6.038 6.195
PP 5.989 5.989 5.989 6.020
S1 5.869 5.869 5.990 5.929
S2 5.723 5.723 5.965
S3 5.457 5.603 5.941
S4 5.191 5.337 5.868
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.947 6.740 5.862
R3 6.484 6.277 5.734
R2 6.021 6.021 5.692
R1 5.814 5.814 5.649 5.918
PP 5.558 5.558 5.558 5.610
S1 5.351 5.351 5.565 5.455
S2 5.095 5.095 5.522
S3 4.632 4.888 5.480
S4 4.169 4.425 5.352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.110 5.559 0.551 9.2% 0.174 2.9% 83% True False 1,805
10 6.110 5.062 1.048 17.4% 0.180 3.0% 91% True False 2,405
20 6.110 4.970 1.140 19.0% 0.179 3.0% 92% True False 1,913
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.241
2.618 6.806
1.618 6.540
1.000 6.376
0.618 6.274
HIGH 6.110
0.618 6.008
0.500 5.977
0.382 5.946
LOW 5.844
0.618 5.680
1.000 5.578
1.618 5.414
2.618 5.148
4.250 4.714
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 6.002 5.989
PP 5.989 5.964
S1 5.977 5.939

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

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