NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 6.124 6.023 -0.101 -1.6% 5.933
High 6.125 6.075 -0.050 -0.8% 6.095
Low 6.007 5.895 -0.112 -1.9% 5.777
Close 6.023 5.914 -0.109 -1.8% 5.945
Range 0.118 0.180 0.062 52.5% 0.318
ATR 0.184 0.184 0.000 -0.2% 0.000
Volume 1,908 1,178 -730 -38.3% 10,954
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.501 6.388 6.013
R3 6.321 6.208 5.964
R2 6.141 6.141 5.947
R1 6.028 6.028 5.931 5.995
PP 5.961 5.961 5.961 5.945
S1 5.848 5.848 5.898 5.815
S2 5.781 5.781 5.881
S3 5.601 5.668 5.865
S4 5.421 5.488 5.815
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 5.860 0.285 4.8% 0.146 2.5% 19% False False 1,969
10 6.145 5.768 0.377 6.4% 0.151 2.5% 39% False False 2,474
20 6.145 4.970 1.175 19.9% 0.163 2.7% 80% False False 2,565
40 6.145 4.970 1.175 19.9% 0.151 2.6% 80% False False 2,022
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.840
2.618 6.546
1.618 6.366
1.000 6.255
0.618 6.186
HIGH 6.075
0.618 6.006
0.500 5.985
0.382 5.964
LOW 5.895
0.618 5.784
1.000 5.715
1.618 5.604
2.618 5.424
4.250 5.130
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 5.985 6.020
PP 5.961 5.985
S1 5.938 5.949

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

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