NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 5.246 5.557 0.311 5.9% 5.042
High 5.595 5.646 0.051 0.9% 5.646
Low 5.241 5.432 0.191 3.6% 5.021
Close 5.584 5.481 -0.103 -1.8% 5.481
Range 0.354 0.214 -0.140 -39.5% 0.625
ATR 0.205 0.206 0.001 0.3% 0.000
Volume 2,213 3,271 1,058 47.8% 12,768
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.162 6.035 5.599
R3 5.948 5.821 5.540
R2 5.734 5.734 5.520
R1 5.607 5.607 5.501 5.564
PP 5.520 5.520 5.520 5.498
S1 5.393 5.393 5.461 5.350
S2 5.306 5.306 5.442
S3 5.092 5.179 5.422
S4 4.878 4.965 5.363
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.258 6.994 5.825
R3 6.633 6.369 5.653
R2 6.008 6.008 5.596
R1 5.744 5.744 5.538 5.876
PP 5.383 5.383 5.383 5.449
S1 5.119 5.119 5.424 5.251
S2 4.758 4.758 5.366
S3 4.133 4.494 5.309
S4 3.508 3.869 5.137
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.646 5.021 0.625 11.4% 0.239 4.4% 74% True False 2,553
10 5.646 4.848 0.798 14.6% 0.212 3.9% 79% True False 2,284
20 5.646 4.848 0.798 14.6% 0.201 3.7% 79% True False 1,840
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.556
2.618 6.206
1.618 5.992
1.000 5.860
0.618 5.778
HIGH 5.646
0.618 5.564
0.500 5.539
0.382 5.514
LOW 5.432
0.618 5.300
1.000 5.218
1.618 5.086
2.618 4.872
4.250 4.523
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 5.539 5.469
PP 5.520 5.456
S1 5.500 5.444

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

View Archives - Comment on this page... - Back to Index of Symbols