NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 6.095 6.076 -0.019 -0.3% 5.933
High 6.095 6.145 0.050 0.8% 6.095
Low 5.920 6.072 0.152 2.6% 5.777
Close 5.945 6.144 0.199 3.3% 5.945
Range 0.175 0.073 -0.102 -58.3% 0.318
ATR 0.187 0.188 0.001 0.5% 0.000
Volume 1,583 2,608 1,025 64.8% 10,954
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.339 6.315 6.184
R3 6.266 6.242 6.164
R2 6.193 6.193 6.157
R1 6.169 6.169 6.151 6.181
PP 6.120 6.120 6.120 6.127
S1 6.096 6.096 6.137 6.108
S2 6.047 6.047 6.131
S3 5.974 6.023 6.124
S4 5.901 5.950 6.104
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.893 6.737 6.120
R3 6.575 6.419 6.032
R2 6.257 6.257 6.003
R1 6.101 6.101 5.974 6.179
PP 5.939 5.939 5.939 5.978
S1 5.783 5.783 5.916 5.861
S2 5.621 5.621 5.887
S3 5.303 5.465 5.858
S4 4.985 5.147 5.770
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.145 5.777 0.368 6.0% 0.136 2.2% 100% True False 2,712
10 6.145 5.636 0.509 8.3% 0.146 2.4% 100% True False 2,437
20 6.145 4.970 1.175 19.1% 0.160 2.6% 100% True False 2,493
40 6.145 4.970 1.175 19.1% 0.154 2.5% 100% True False 2,036
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.455
2.618 6.336
1.618 6.263
1.000 6.218
0.618 6.190
HIGH 6.145
0.618 6.117
0.500 6.109
0.382 6.100
LOW 6.072
0.618 6.027
1.000 5.999
1.618 5.954
2.618 5.881
4.250 5.762
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 6.132 6.097
PP 6.120 6.050
S1 6.109 6.003

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

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