NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 5.303 5.545 0.242 4.6% 5.510
High 5.470 5.587 0.117 2.1% 5.510
Low 5.302 5.471 0.169 3.2% 4.970
Close 5.472 5.545 0.073 1.3% 5.128
Range 0.168 0.116 -0.052 -31.0% 0.540
ATR 0.190 0.185 -0.005 -2.8% 0.000
Volume 1,632 1,434 -198 -12.1% 15,331
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.882 5.830 5.609
R3 5.766 5.714 5.577
R2 5.650 5.650 5.566
R1 5.598 5.598 5.556 5.603
PP 5.534 5.534 5.534 5.537
S1 5.482 5.482 5.534 5.487
S2 5.418 5.418 5.524
S3 5.302 5.366 5.513
S4 5.186 5.250 5.481
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 5.587 4.970 0.617 11.1% 0.146 2.6% 93% True False 3,350
10 5.712 4.970 0.742 13.4% 0.171 3.1% 77% False False 2,102
20 5.712 4.970 0.742 13.4% 0.147 2.7% 77% False False 1,940
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.080
2.618 5.891
1.618 5.775
1.000 5.703
0.618 5.659
HIGH 5.587
0.618 5.543
0.500 5.529
0.382 5.515
LOW 5.471
0.618 5.399
1.000 5.355
1.618 5.283
2.618 5.167
4.250 4.978
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 5.540 5.472
PP 5.534 5.398
S1 5.529 5.325

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

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