NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 5.651 5.757 0.106 1.9% 5.303
High 5.765 5.800 0.035 0.6% 5.765
Low 5.559 5.636 0.077 1.4% 5.302
Close 5.607 5.757 0.150 2.7% 5.607
Range 0.206 0.164 -0.042 -20.4% 0.463
ATR 0.199 0.198 0.000 -0.2% 0.000
Volume 2,091 1,347 -744 -35.6% 10,174
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.223 6.154 5.847
R3 6.059 5.990 5.802
R2 5.895 5.895 5.787
R1 5.826 5.826 5.772 5.839
PP 5.731 5.731 5.731 5.738
S1 5.662 5.662 5.742 5.675
S2 5.567 5.567 5.727
S3 5.403 5.498 5.712
S4 5.239 5.334 5.667
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 5.800 5.363 0.437 7.6% 0.208 3.6% 90% True False 1,977
10 5.800 4.970 0.830 14.4% 0.180 3.1% 95% True False 2,641
20 5.800 4.970 0.830 14.4% 0.178 3.1% 95% True False 1,815
Crabel Price Patterns
NR True
NR4 True
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 0.030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.497
2.618 6.229
1.618 6.065
1.000 5.964
0.618 5.901
HIGH 5.800
0.618 5.737
0.500 5.718
0.382 5.699
LOW 5.636
0.618 5.535
1.000 5.472
1.618 5.371
2.618 5.207
4.250 4.939
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 5.744 5.699
PP 5.731 5.642
S1 5.718 5.584

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

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