NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 5.146 5.120 -0.026 -0.5% 5.510
High 5.146 5.158 0.012 0.2% 5.510
Low 4.970 5.062 0.092 1.9% 4.970
Close 5.016 5.128 0.112 2.2% 5.128
Range 0.176 0.096 -0.080 -45.5% 0.540
ATR 0.182 0.179 -0.003 -1.6% 0.000
Volume 5,143 6,947 1,804 35.1% 15,331
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.404 5.362 5.181
R3 5.308 5.266 5.154
R2 5.212 5.212 5.146
R1 5.170 5.170 5.137 5.191
PP 5.116 5.116 5.116 5.127
S1 5.074 5.074 5.119 5.095
S2 5.020 5.020 5.110
S3 4.924 4.978 5.102
S4 4.828 4.882 5.075
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.823 6.515 5.425
R3 6.283 5.975 5.277
R2 5.743 5.743 5.227
R1 5.435 5.435 5.178 5.319
PP 5.203 5.203 5.203 5.145
S1 4.895 4.895 5.079 4.779
S2 4.663 4.663 5.029
S3 4.123 4.355 4.980
S4 3.583 3.815 4.831
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.510 4.970 0.540 10.5% 0.138 2.7% 29% False False 3,066
10 5.712 4.970 0.742 14.5% 0.173 3.4% 21% False False 2,015
20 5.712 4.970 0.742 14.5% 0.146 2.9% 21% False False 1,965
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 0.031
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.566
2.618 5.409
1.618 5.313
1.000 5.254
0.618 5.217
HIGH 5.158
0.618 5.121
0.500 5.110
0.382 5.099
LOW 5.062
0.618 5.003
1.000 4.966
1.618 4.907
2.618 4.811
4.250 4.654
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 5.122 5.129
PP 5.116 5.129
S1 5.110 5.128

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

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