NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 5.757 5.811 0.054 0.9% 5.303
High 5.800 5.879 0.079 1.4% 5.765
Low 5.636 5.790 0.154 2.7% 5.302
Close 5.757 5.873 0.116 2.0% 5.607
Range 0.164 0.089 -0.075 -45.7% 0.463
ATR 0.198 0.193 -0.005 -2.8% 0.000
Volume 1,347 1,364 17 1.3% 10,174
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.114 6.083 5.922
R3 6.025 5.994 5.897
R2 5.936 5.936 5.889
R1 5.905 5.905 5.881 5.921
PP 5.847 5.847 5.847 5.855
S1 5.816 5.816 5.865 5.832
S2 5.758 5.758 5.857
S3 5.669 5.727 5.849
S4 5.580 5.638 5.824
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 5.879 5.363 0.516 8.8% 0.203 3.5% 99% True False 1,963
10 5.879 4.970 0.909 15.5% 0.174 3.0% 99% True False 2,657
20 5.879 4.970 0.909 15.5% 0.172 2.9% 99% True False 1,834
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 0.027
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6.257
2.618 6.112
1.618 6.023
1.000 5.968
0.618 5.934
HIGH 5.879
0.618 5.845
0.500 5.835
0.382 5.824
LOW 5.790
0.618 5.735
1.000 5.701
1.618 5.646
2.618 5.557
4.250 5.412
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 5.860 5.822
PP 5.847 5.770
S1 5.835 5.719

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

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