NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 5.562 5.402 -0.160 -2.9% 5.510
High 5.562 5.725 0.163 2.9% 5.510
Low 5.363 5.368 0.005 0.1% 4.970
Close 5.380 5.711 0.331 6.2% 5.128
Range 0.199 0.357 0.158 79.4% 0.540
ATR 0.186 0.198 0.012 6.6% 0.000
Volume 3,213 1,804 -1,409 -43.9% 15,331
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.672 6.549 5.907
R3 6.315 6.192 5.809
R2 5.958 5.958 5.776
R1 5.835 5.835 5.744 5.897
PP 5.601 5.601 5.601 5.632
S1 5.478 5.478 5.678 5.540
S2 5.244 5.244 5.646
S3 4.887 5.121 5.613
S4 4.530 4.764 5.515
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 5.725 5.062 0.663 11.6% 0.187 3.3% 98% True False 3,006
10 5.725 4.970 0.755 13.2% 0.188 3.3% 98% True False 2,464
20 5.725 4.970 0.755 13.2% 0.167 2.9% 98% True False 1,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 7.242
2.618 6.660
1.618 6.303
1.000 6.082
0.618 5.946
HIGH 5.725
0.618 5.589
0.500 5.547
0.382 5.504
LOW 5.368
0.618 5.147
1.000 5.011
1.618 4.790
2.618 4.433
4.250 3.851
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 5.656 5.655
PP 5.601 5.600
S1 5.547 5.544

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

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