NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 5.795 6.059 0.264 4.6% 6.076
High 6.026 6.056 0.030 0.5% 6.145
Low 5.760 5.962 0.202 3.5% 5.760
Close 5.795 6.059 0.264 4.6% 5.795
Range 0.266 0.094 -0.172 -64.7% 0.385
ATR 0.190 0.195 0.005 2.7% 0.000
Volume 1,506 3,087 1,581 105.0% 7,200
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.308 6.277 6.111
R3 6.214 6.183 6.085
R2 6.120 6.120 6.076
R1 6.089 6.089 6.068 6.106
PP 6.026 6.026 6.026 6.034
S1 5.995 5.995 6.050 6.012
S2 5.932 5.932 6.042
S3 5.838 5.901 6.033
S4 5.744 5.807 6.007
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.055 6.810 6.007
R3 6.670 6.425 5.901
R2 6.285 6.285 5.866
R1 6.040 6.040 5.830 5.970
PP 5.900 5.900 5.900 5.865
S1 5.655 5.655 5.760 5.585
S2 5.515 5.515 5.724
S3 5.130 5.270 5.689
S4 4.745 4.885 5.583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.145 5.760 0.385 6.4% 0.146 2.4% 78% False False 2,057
10 6.145 5.760 0.385 6.4% 0.146 2.4% 78% False False 2,511
20 6.145 5.062 1.083 17.9% 0.163 2.7% 92% False False 2,458
40 6.145 4.970 1.175 19.4% 0.155 2.6% 93% False False 2,074
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 0.013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.456
2.618 6.302
1.618 6.208
1.000 6.150
0.618 6.114
HIGH 6.056
0.618 6.020
0.500 6.009
0.382 5.998
LOW 5.962
0.618 5.904
1.000 5.868
1.618 5.810
2.618 5.716
4.250 5.563
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 6.042 6.012
PP 6.026 5.965
S1 6.009 5.918

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

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