NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 5.871 6.095 0.224 3.8% 5.757
High 6.110 6.095 -0.015 -0.2% 6.110
Low 5.844 5.976 0.132 2.3% 5.636
Close 6.014 6.028 0.014 0.2% 6.028
Range 0.266 0.119 -0.147 -55.3% 0.474
ATR 0.198 0.192 -0.006 -2.9% 0.000
Volume 2,373 3,870 1,497 63.1% 10,808
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.390 6.328 6.093
R3 6.271 6.209 6.061
R2 6.152 6.152 6.050
R1 6.090 6.090 6.039 6.062
PP 6.033 6.033 6.033 6.019
S1 5.971 5.971 6.017 5.943
S2 5.914 5.914 6.006
S3 5.795 5.852 5.995
S4 5.676 5.733 5.963
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.347 7.161 6.289
R3 6.873 6.687 6.158
R2 6.399 6.399 6.115
R1 6.213 6.213 6.071 6.306
PP 5.925 5.925 5.925 5.971
S1 5.739 5.739 5.985 5.832
S2 5.451 5.451 5.941
S3 4.977 5.265 5.898
S4 4.503 4.791 5.767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.110 5.636 0.474 7.9% 0.156 2.6% 83% False False 2,161
10 6.110 5.302 0.808 13.4% 0.183 3.0% 90% False False 2,098
20 6.110 4.970 1.140 18.9% 0.178 2.9% 93% False False 2,056
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.601
2.618 6.407
1.618 6.288
1.000 6.214
0.618 6.169
HIGH 6.095
0.618 6.050
0.500 6.036
0.382 6.021
LOW 5.976
0.618 5.902
1.000 5.857
1.618 5.783
2.618 5.664
4.250 5.470
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 6.036 5.998
PP 6.033 5.969
S1 6.031 5.939

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

View Archives - Comment on this page... - Back to Index of Symbols