NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 5.402 5.651 0.249 4.6% 5.303
High 5.725 5.765 0.040 0.7% 5.765
Low 5.368 5.559 0.191 3.6% 5.302
Close 5.711 5.607 -0.104 -1.8% 5.607
Range 0.357 0.206 -0.151 -42.3% 0.463
ATR 0.198 0.199 0.001 0.3% 0.000
Volume 1,804 2,091 287 15.9% 10,174
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.262 6.140 5.720
R3 6.056 5.934 5.664
R2 5.850 5.850 5.645
R1 5.728 5.728 5.626 5.686
PP 5.644 5.644 5.644 5.623
S1 5.522 5.522 5.588 5.480
S2 5.438 5.438 5.569
S3 5.232 5.316 5.550
S4 5.026 5.110 5.494
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.947 6.740 5.862
R3 6.484 6.277 5.734
R2 6.021 6.021 5.692
R1 5.814 5.814 5.649 5.918
PP 5.558 5.558 5.558 5.610
S1 5.351 5.351 5.565 5.455
S2 5.095 5.095 5.522
S3 4.632 4.888 5.480
S4 4.169 4.425 5.352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.765 5.302 0.463 8.3% 0.209 3.7% 66% True False 2,034
10 5.765 4.970 0.795 14.2% 0.174 3.1% 80% True False 2,550
20 5.765 4.970 0.795 14.2% 0.173 3.1% 80% True False 1,822
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.641
2.618 6.304
1.618 6.098
1.000 5.971
0.618 5.892
HIGH 5.765
0.618 5.686
0.500 5.662
0.382 5.638
LOW 5.559
0.618 5.432
1.000 5.353
1.618 5.226
2.618 5.020
4.250 4.684
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 5.662 5.593
PP 5.644 5.578
S1 5.625 5.564

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

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