NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 5.811 5.897 0.086 1.5% 5.303
High 5.879 5.911 0.032 0.5% 5.765
Low 5.790 5.768 -0.022 -0.4% 5.302
Close 5.873 5.800 -0.073 -1.2% 5.607
Range 0.089 0.143 0.054 60.7% 0.463
ATR 0.193 0.189 -0.004 -1.9% 0.000
Volume 1,364 1,854 490 35.9% 10,174
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.255 6.171 5.879
R3 6.112 6.028 5.839
R2 5.969 5.969 5.826
R1 5.885 5.885 5.813 5.856
PP 5.826 5.826 5.826 5.812
S1 5.742 5.742 5.787 5.713
S2 5.683 5.683 5.774
S3 5.540 5.599 5.761
S4 5.397 5.456 5.721
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 5.911 5.368 0.543 9.4% 0.192 3.3% 80% True False 1,692
10 5.911 4.970 0.941 16.2% 0.171 3.0% 88% True False 2,682
20 5.911 4.970 0.941 16.2% 0.172 3.0% 88% True False 1,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.519
2.618 6.285
1.618 6.142
1.000 6.054
0.618 5.999
HIGH 5.911
0.618 5.856
0.500 5.840
0.382 5.823
LOW 5.768
0.618 5.680
1.000 5.625
1.618 5.537
2.618 5.394
4.250 5.160
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 5.840 5.791
PP 5.826 5.782
S1 5.813 5.774

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

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