NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 5.933 5.954 0.021 0.4% 5.757
High 5.953 5.960 0.007 0.1% 6.110
Low 5.889 5.777 -0.112 -1.9% 5.636
Close 5.922 5.954 0.032 0.5% 6.028
Range 0.064 0.183 0.119 185.9% 0.474
ATR 0.189 0.188 0.000 -0.2% 0.000
Volume 5,456 1,345 -4,111 -75.3% 10,808
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.446 6.383 6.055
R3 6.263 6.200 6.004
R2 6.080 6.080 5.988
R1 6.017 6.017 5.971 6.046
PP 5.897 5.897 5.897 5.911
S1 5.834 5.834 5.937 5.863
S2 5.714 5.714 5.920
S3 5.531 5.651 5.904
S4 5.348 5.468 5.853
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.347 7.161 6.289
R3 6.873 6.687 6.158
R2 6.399 6.399 6.115
R1 6.213 6.213 6.071 6.306
PP 5.925 5.925 5.925 5.971
S1 5.739 5.739 5.985 5.832
S2 5.451 5.451 5.941
S3 4.977 5.265 5.898
S4 4.503 4.791 5.767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.110 5.768 0.342 5.7% 0.155 2.6% 54% False False 2,979
10 6.110 5.363 0.747 12.5% 0.179 3.0% 79% False False 2,471
20 6.110 4.970 1.140 19.1% 0.175 2.9% 86% False False 2,287
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 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.738
2.618 6.439
1.618 6.256
1.000 6.143
0.618 6.073
HIGH 5.960
0.618 5.890
0.500 5.869
0.382 5.847
LOW 5.777
0.618 5.664
1.000 5.594
1.618 5.481
2.618 5.298
4.250 4.999
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 5.926 5.948
PP 5.897 5.942
S1 5.869 5.936

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

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