NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 5.954 5.870 -0.084 -1.4% 5.757
High 5.960 6.045 0.085 1.4% 6.110
Low 5.777 5.860 0.083 1.4% 5.636
Close 5.954 6.041 0.087 1.5% 6.028
Range 0.183 0.185 0.002 1.1% 0.474
ATR 0.188 0.188 0.000 -0.1% 0.000
Volume 1,345 2,570 1,225 91.1% 10,808
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.537 6.474 6.143
R3 6.352 6.289 6.092
R2 6.167 6.167 6.075
R1 6.104 6.104 6.058 6.136
PP 5.982 5.982 5.982 5.998
S1 5.919 5.919 6.024 5.951
S2 5.797 5.797 6.007
S3 5.612 5.734 5.990
S4 5.427 5.549 5.939
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 5.777 0.333 5.5% 0.163 2.7% 79% False False 3,122
10 6.110 5.368 0.742 12.3% 0.178 2.9% 91% False False 2,407
20 6.110 4.970 1.140 18.9% 0.178 2.9% 94% False False 2,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.831
2.618 6.529
1.618 6.344
1.000 6.230
0.618 6.159
HIGH 6.045
0.618 5.974
0.500 5.953
0.382 5.931
LOW 5.860
0.618 5.746
1.000 5.675
1.618 5.561
2.618 5.376
4.250 5.074
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 6.012 5.998
PP 5.982 5.954
S1 5.953 5.911

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

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