NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 5.345 5.349 0.004 0.1% 4.805
High 5.458 5.490 0.032 0.6% 5.458
Low 5.235 5.303 0.068 1.3% 4.765
Close 5.274 5.437 0.163 3.1% 5.274
Range 0.223 0.187 -0.036 -16.1% 0.693
ATR 0.256 0.253 -0.003 -1.1% 0.000
Volume 59,331 47,294 -12,037 -20.3% 252,357
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.971 5.891 5.540
R3 5.784 5.704 5.488
R2 5.597 5.597 5.471
R1 5.517 5.517 5.454 5.557
PP 5.410 5.410 5.410 5.430
S1 5.330 5.330 5.420 5.370
S2 5.223 5.223 5.403
S3 5.036 5.143 5.386
S4 4.849 4.956 5.334
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.245 6.952 5.655
R3 6.552 6.259 5.465
R2 5.859 5.859 5.401
R1 5.566 5.566 5.338 5.713
PP 5.166 5.166 5.166 5.239
S1 4.873 4.873 5.210 5.020
S2 4.473 4.473 5.147
S3 3.780 4.180 5.083
S4 3.087 3.487 4.893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.490 4.937 0.553 10.2% 0.270 5.0% 90% True False 55,776
10 5.490 4.550 0.940 17.3% 0.256 4.7% 94% True False 38,064
20 5.490 4.550 0.940 17.3% 0.257 4.7% 94% True False 25,803
40 6.242 4.550 1.692 31.1% 0.226 4.2% 52% False False 18,085
60 6.242 4.550 1.692 31.1% 0.219 4.0% 52% False False 14,353
80 6.242 4.550 1.692 31.1% 0.210 3.9% 52% False False 12,129
100 6.242 4.550 1.692 31.1% 0.195 3.6% 52% False False 10,260
120 6.242 4.550 1.692 31.1% 0.185 3.4% 52% False False 8,952
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 0.051
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.285
2.618 5.980
1.618 5.793
1.000 5.677
0.618 5.606
HIGH 5.490
0.618 5.419
0.500 5.397
0.382 5.374
LOW 5.303
0.618 5.187
1.000 5.116
1.618 5.000
2.618 4.813
4.250 4.508
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 5.424 5.363
PP 5.410 5.288
S1 5.397 5.214

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

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