NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 5.434 5.246 -0.188 -3.5% 5.516
High 5.434 5.595 0.161 3.0% 5.520
Low 5.243 5.241 -0.002 0.0% 4.848
Close 5.246 5.584 0.338 6.4% 4.991
Range 0.191 0.354 0.163 85.3% 0.672
ATR 0.194 0.205 0.011 5.9% 0.000
Volume 2,216 2,213 -3 -0.1% 10,075
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.535 6.414 5.779
R3 6.181 6.060 5.681
R2 5.827 5.827 5.649
R1 5.706 5.706 5.616 5.767
PP 5.473 5.473 5.473 5.504
S1 5.352 5.352 5.552 5.413
S2 5.119 5.119 5.519
S3 4.765 4.998 5.487
S4 4.411 4.644 5.389
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 5.595 4.928 0.667 11.9% 0.218 3.9% 98% True False 2,593
10 5.595 4.848 0.747 13.4% 0.221 4.0% 99% True False 2,135
20 5.595 4.848 0.747 13.4% 0.194 3.5% 99% True False 1,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 7.100
2.618 6.522
1.618 6.168
1.000 5.949
0.618 5.814
HIGH 5.595
0.618 5.460
0.500 5.418
0.382 5.376
LOW 5.241
0.618 5.022
1.000 4.887
1.618 4.668
2.618 4.314
4.250 3.737
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 5.529 5.529
PP 5.473 5.473
S1 5.418 5.418

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

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