NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 5.870 6.095 0.225 3.8% 5.757
High 6.045 6.095 0.050 0.8% 6.110
Low 5.860 5.920 0.060 1.0% 5.636
Close 6.041 5.945 -0.096 -1.6% 6.028
Range 0.185 0.175 -0.010 -5.4% 0.474
ATR 0.188 0.187 -0.001 -0.5% 0.000
Volume 2,570 1,583 -987 -38.4% 10,808
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.512 6.403 6.041
R3 6.337 6.228 5.993
R2 6.162 6.162 5.977
R1 6.053 6.053 5.961 6.020
PP 5.987 5.987 5.987 5.970
S1 5.878 5.878 5.929 5.845
S2 5.812 5.812 5.913
S3 5.637 5.703 5.897
S4 5.462 5.528 5.849
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 6.095 5.777 0.318 5.3% 0.145 2.4% 53% True False 2,964
10 6.110 5.559 0.551 9.3% 0.159 2.7% 70% False False 2,385
20 6.110 4.970 1.140 19.2% 0.174 2.9% 86% False False 2,425
40 6.110 4.970 1.140 19.2% 0.156 2.6% 86% False False 2,028
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.839
2.618 6.553
1.618 6.378
1.000 6.270
0.618 6.203
HIGH 6.095
0.618 6.028
0.500 6.008
0.382 5.987
LOW 5.920
0.618 5.812
1.000 5.745
1.618 5.637
2.618 5.462
4.250 5.176
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 6.008 5.942
PP 5.987 5.939
S1 5.966 5.936

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

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