NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 5.591 5.696 0.105 1.9% 5.042
High 5.682 5.757 0.075 1.3% 5.646
Low 5.515 5.658 0.143 2.6% 5.021
Close 5.635 5.758 0.123 2.2% 5.481
Range 0.167 0.099 -0.068 -40.7% 0.625
ATR 0.205 0.199 -0.006 -2.9% 0.000
Volume 1,585 3,408 1,823 115.0% 12,768
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.021 5.989 5.812
R3 5.922 5.890 5.785
R2 5.823 5.823 5.776
R1 5.791 5.791 5.767 5.807
PP 5.724 5.724 5.724 5.733
S1 5.692 5.692 5.749 5.708
S2 5.625 5.625 5.740
S3 5.526 5.593 5.731
S4 5.427 5.494 5.704
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.258 6.994 5.825
R3 6.633 6.369 5.653
R2 6.008 6.008 5.596
R1 5.744 5.744 5.538 5.876
PP 5.383 5.383 5.383 5.449
S1 5.119 5.119 5.424 5.251
S2 4.758 4.758 5.366
S3 4.133 4.494 5.309
S4 3.508 3.869 5.137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.757 5.241 0.516 9.0% 0.205 3.6% 100% True False 2,538
10 5.757 4.848 0.909 15.8% 0.197 3.4% 100% True False 2,469
20 5.757 4.848 0.909 15.8% 0.198 3.4% 100% True False 1,977
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.038
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 6.178
2.618 6.016
1.618 5.917
1.000 5.856
0.618 5.818
HIGH 5.757
0.618 5.719
0.500 5.708
0.382 5.696
LOW 5.658
0.618 5.597
1.000 5.559
1.618 5.498
2.618 5.399
4.250 5.237
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 5.741 5.704
PP 5.724 5.649
S1 5.708 5.595

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

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