NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 5.557 5.591 0.034 0.6% 5.042
High 5.646 5.682 0.036 0.6% 5.646
Low 5.432 5.515 0.083 1.5% 5.021
Close 5.481 5.635 0.154 2.8% 5.481
Range 0.214 0.167 -0.047 -22.0% 0.625
ATR 0.206 0.205 0.000 -0.2% 0.000
Volume 3,271 1,585 -1,686 -51.5% 12,768
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.112 6.040 5.727
R3 5.945 5.873 5.681
R2 5.778 5.778 5.666
R1 5.706 5.706 5.650 5.742
PP 5.611 5.611 5.611 5.629
S1 5.539 5.539 5.620 5.575
S2 5.444 5.444 5.604
S3 5.277 5.372 5.589
S4 5.110 5.205 5.543
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 5.682 5.241 0.441 7.8% 0.208 3.7% 89% True False 2,364
10 5.682 4.848 0.834 14.8% 0.202 3.6% 94% True False 2,321
20 5.682 4.848 0.834 14.8% 0.204 3.6% 94% True False 1,867
Crabel Price Patterns
NR True
NR4 True
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 0.040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.392
2.618 6.119
1.618 5.952
1.000 5.849
0.618 5.785
HIGH 5.682
0.618 5.618
0.500 5.599
0.382 5.579
LOW 5.515
0.618 5.412
1.000 5.348
1.618 5.245
2.618 5.078
4.250 4.805
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 5.623 5.577
PP 5.611 5.519
S1 5.599 5.462

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

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