NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 5.695 5.757 0.062 1.1% 5.349
High 5.776 5.873 0.097 1.7% 5.916
Low 5.554 5.632 0.078 1.4% 5.303
Close 5.734 5.852 0.118 2.1% 5.805
Range 0.222 0.241 0.019 8.6% 0.613
ATR 0.246 0.245 0.000 -0.1% 0.000
Volume 23,262 29,540 6,278 27.0% 187,780
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.509 6.421 5.985
R3 6.268 6.180 5.918
R2 6.027 6.027 5.896
R1 5.939 5.939 5.874 5.983
PP 5.786 5.786 5.786 5.808
S1 5.698 5.698 5.830 5.742
S2 5.545 5.545 5.808
S3 5.304 5.457 5.786
S4 5.063 5.216 5.719
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 5.948 5.502 0.446 7.6% 0.262 4.5% 78% False False 32,399
10 5.948 4.937 1.011 17.3% 0.250 4.3% 91% False False 37,970
20 5.948 4.550 1.398 23.9% 0.266 4.5% 93% False False 32,640
40 5.948 4.550 1.398 23.9% 0.231 3.9% 93% False False 22,244
60 6.242 4.550 1.692 28.9% 0.224 3.8% 77% False False 17,536
80 6.242 4.550 1.692 28.9% 0.221 3.8% 77% False False 14,569
100 6.242 4.550 1.692 28.9% 0.199 3.4% 77% False False 12,310
120 6.242 4.550 1.692 28.9% 0.191 3.3% 77% False False 10,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.897
2.618 6.504
1.618 6.263
1.000 6.114
0.618 6.022
HIGH 5.873
0.618 5.781
0.500 5.753
0.382 5.724
LOW 5.632
0.618 5.483
1.000 5.391
1.618 5.242
2.618 5.001
4.250 4.608
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 5.819 5.818
PP 5.786 5.785
S1 5.753 5.751

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

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