NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 5.416 5.434 0.018 0.3% 5.516
High 5.463 5.434 -0.029 -0.5% 5.520
Low 5.348 5.243 -0.105 -2.0% 4.848
Close 5.416 5.246 -0.170 -3.1% 4.991
Range 0.115 0.191 0.076 66.1% 0.672
ATR 0.194 0.194 0.000 -0.1% 0.000
Volume 2,537 2,216 -321 -12.7% 10,075
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.881 5.754 5.351
R3 5.690 5.563 5.299
R2 5.499 5.499 5.281
R1 5.372 5.372 5.264 5.340
PP 5.308 5.308 5.308 5.292
S1 5.181 5.181 5.228 5.149
S2 5.117 5.117 5.211
S3 4.926 4.990 5.193
S4 4.735 4.799 5.141
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 5.463 4.848 0.615 11.7% 0.181 3.4% 65% False False 2,536
10 5.571 4.848 0.723 13.8% 0.214 4.1% 55% False False 2,107
20 5.571 4.848 0.723 13.8% 0.181 3.5% 55% False False 1,668
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.246
2.618 5.934
1.618 5.743
1.000 5.625
0.618 5.552
HIGH 5.434
0.618 5.361
0.500 5.339
0.382 5.316
LOW 5.243
0.618 5.125
1.000 5.052
1.618 4.934
2.618 4.743
4.250 4.431
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 5.339 5.245
PP 5.308 5.243
S1 5.277 5.242

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

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