NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	5.845	5.982	0.137	2.3%	6.041
High	6.014	6.057	0.043	0.7%	6.050
Low	5.825	5.982	0.157	2.7%	5.674
Close	5.845	6.052	0.207	3.5%	5.845
Range	0.189	0.075	-0.114	-60.3%	0.376
ATR	0.203	0.204	0.001	0.3%	0.000
Volume	1,766	1,954	188	10.6%	9,560

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.255	6.229	6.093
R3	6.180	6.154	6.073
R2	6.105	6.105	6.066
R1	6.079	6.079	6.059	6.092
PP	6.030	6.030	6.030	6.037
S1	6.004	6.004	6.045	6.017
S2	5.955	5.955	6.038
S3	5.880	5.929	6.031
S4	5.805	5.854	6.011

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.984	6.791	6.052
R3	6.608	6.415	5.948
R2	6.232	6.232	5.914
R1	6.039	6.039	5.879	5.948
PP	5.856	5.856	5.856	5.811
S1	5.663	5.663	5.811	5.572
S2	5.480	5.480	5.776
S3	5.104	5.287	5.742
S4	4.728	4.911	5.638

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.057	5.674	0.383	6.3%	0.185	3.1%	99%	True	False	2,302
10	6.057	5.515	0.542	9.0%	0.177	2.9%	99%	True	False	2,486
20	6.057	4.848	1.209	20.0%	0.194	3.2%	100%	True	False	2,385
40	6.057	4.848	1.209	20.0%	0.179	3.0%	100%	True	False	1,958

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.034
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	6.376
2.618	6.253
1.618	6.178
1.000	6.132
0.618	6.103
HIGH	6.057
0.618	6.028
0.500	6.020
0.382	6.011
LOW	5.982
0.618	5.936
1.000	5.907
1.618	5.861
2.618	5.786
4.250	5.663

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	6.041	6.004
PP	6.030	5.956
S1	6.020	5.909

Download as Excel Spreadsheet

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

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