NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 5.461 5.356 -0.105 -1.9% 5.505
High 5.543 5.675 0.132 2.4% 5.505
Low 5.322 5.320 -0.002 0.0% 4.920
Close 5.323 5.659 0.336 6.3% 5.073
Range 0.221 0.355 0.134 60.6% 0.585
ATR 0.203 0.214 0.011 5.4% 0.000
Volume 2,151 2,129 -22 -1.0% 9,759
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.616 6.493 5.854
R3 6.261 6.138 5.757
R2 5.906 5.906 5.724
R1 5.783 5.783 5.692 5.845
PP 5.551 5.551 5.551 5.582
S1 5.428 5.428 5.626 5.490
S2 5.196 5.196 5.594
S3 4.841 5.073 5.561
S4 4.486 4.718 5.464
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.921 6.582 5.395
R3 6.336 5.997 5.234
R2 5.751 5.751 5.180
R1 5.412 5.412 5.127 5.289
PP 5.166 5.166 5.166 5.105
S1 4.827 4.827 5.019 4.704
S2 4.581 4.581 4.966
S3 3.996 4.242 4.912
S4 3.411 3.657 4.751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.675 5.000 0.675 11.9% 0.221 3.9% 98% True False 2,676
10 5.675 4.920 0.755 13.3% 0.212 3.7% 98% True False 2,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7.184
2.618 6.604
1.618 6.249
1.000 6.030
0.618 5.894
HIGH 5.675
0.618 5.539
0.500 5.498
0.382 5.456
LOW 5.320
0.618 5.101
1.000 4.965
1.618 4.746
2.618 4.391
4.250 3.811
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 5.605 5.605
PP 5.551 5.551
S1 5.498 5.498

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

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