NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 4.965 5.042 0.077 1.6% 5.516
High 5.035 5.344 0.309 6.1% 5.520
Low 4.928 5.021 0.093 1.9% 4.848
Close 4.991 5.342 0.351 7.0% 4.991
Range 0.107 0.323 0.216 201.9% 0.672
ATR 0.188 0.199 0.012 6.3% 0.000
Volume 3,470 2,531 -939 -27.1% 10,075
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.205 6.096 5.520
R3 5.882 5.773 5.431
R2 5.559 5.559 5.401
R1 5.450 5.450 5.372 5.505
PP 5.236 5.236 5.236 5.263
S1 5.127 5.127 5.312 5.182
S2 4.913 4.913 5.283
S3 4.590 4.804 5.253
S4 4.267 4.481 5.164
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.136 6.735 5.361
R3 6.464 6.063 5.176
R2 5.792 5.792 5.114
R1 5.391 5.391 5.053 5.256
PP 5.120 5.120 5.120 5.052
S1 4.719 4.719 4.929 4.584
S2 4.448 4.448 4.868
S3 3.776 4.047 4.806
S4 3.104 3.375 4.621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.344 4.848 0.496 9.3% 0.196 3.7% 100% True False 2,279
10 5.571 4.848 0.723 13.5% 0.213 4.0% 68% False False 1,935
20 5.571 4.848 0.723 13.5% 0.180 3.4% 68% False False 1,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 6.717
2.618 6.190
1.618 5.867
1.000 5.667
0.618 5.544
HIGH 5.344
0.618 5.221
0.500 5.183
0.382 5.144
LOW 5.021
0.618 4.821
1.000 4.698
1.618 4.498
2.618 4.175
4.250 3.648
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 5.289 5.260
PP 5.236 5.178
S1 5.183 5.096

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

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