NYMEX Natural Gas Future March 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 5.534 5.759 0.225 4.1% 5.349
High 5.894 5.916 0.022 0.4% 5.916
Low 5.502 5.757 0.255 4.6% 5.303
Close 5.787 5.805 0.018 0.3% 5.805
Range 0.392 0.159 -0.233 -59.4% 0.613
ATR 0.250 0.244 -0.007 -2.6% 0.000
Volume 33,448 45,690 12,242 36.6% 187,780
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.303 6.213 5.892
R3 6.144 6.054 5.849
R2 5.985 5.985 5.834
R1 5.895 5.895 5.820 5.940
PP 5.826 5.826 5.826 5.849
S1 5.736 5.736 5.790 5.781
S2 5.667 5.667 5.776
S3 5.508 5.577 5.761
S4 5.349 5.418 5.718
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.514 7.272 6.142
R3 6.901 6.659 5.974
R2 6.288 6.288 5.917
R1 6.046 6.046 5.861 6.167
PP 5.675 5.675 5.675 5.735
S1 5.433 5.433 5.749 5.554
S2 5.062 5.062 5.693
S3 4.449 4.820 5.636
S4 3.836 4.207 5.468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.916 5.303 0.613 10.6% 0.209 3.6% 82% True False 37,556
10 5.916 4.765 1.151 19.8% 0.256 4.4% 90% True False 44,013
20 5.916 4.550 1.366 23.5% 0.256 4.4% 92% True False 30,343
40 6.028 4.550 1.478 25.5% 0.228 3.9% 85% False False 20,808
60 6.242 4.550 1.692 29.1% 0.222 3.8% 74% False False 16,384
80 6.242 4.550 1.692 29.1% 0.216 3.7% 74% False False 13,671
100 6.242 4.550 1.692 29.1% 0.198 3.4% 74% False False 11,561
120 6.242 4.550 1.692 29.1% 0.189 3.3% 74% False False 10,085
Crabel Price Patterns
NR True
NR4 False
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.592
2.618 6.332
1.618 6.173
1.000 6.075
0.618 6.014
HIGH 5.916
0.618 5.855
0.500 5.837
0.382 5.818
LOW 5.757
0.618 5.659
1.000 5.598
1.618 5.500
2.618 5.341
4.250 5.081
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 5.837 5.765
PP 5.826 5.725
S1 5.816 5.685

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

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