NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 6.095 5.933 -0.162 -2.7% 5.757
High 6.095 5.953 -0.142 -2.3% 6.110
Low 5.976 5.889 -0.087 -1.5% 5.636
Close 6.028 5.922 -0.106 -1.8% 6.028
Range 0.119 0.064 -0.055 -46.2% 0.474
ATR 0.192 0.189 -0.004 -2.0% 0.000
Volume 3,870 5,456 1,586 41.0% 10,808
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.113 6.082 5.957
R3 6.049 6.018 5.940
R2 5.985 5.985 5.934
R1 5.954 5.954 5.928 5.938
PP 5.921 5.921 5.921 5.913
S1 5.890 5.890 5.916 5.874
S2 5.857 5.857 5.910
S3 5.793 5.826 5.904
S4 5.729 5.762 5.887
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.347 7.161 6.289
R3 6.873 6.687 6.158
R2 6.399 6.399 6.115
R1 6.213 6.213 6.071 6.306
PP 5.925 5.925 5.925 5.971
S1 5.739 5.739 5.985 5.832
S2 5.451 5.451 5.941
S3 4.977 5.265 5.898
S4 4.503 4.791 5.767
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.110 5.768 0.342 5.8% 0.136 2.3% 45% False False 2,983
10 6.110 5.363 0.747 12.6% 0.172 2.9% 75% False False 2,480
20 6.110 4.970 1.140 19.3% 0.172 2.9% 84% False False 2,277
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 6.225
2.618 6.121
1.618 6.057
1.000 6.017
0.618 5.993
HIGH 5.953
0.618 5.929
0.500 5.921
0.382 5.913
LOW 5.889
0.618 5.849
1.000 5.825
1.618 5.785
2.618 5.721
4.250 5.617
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 5.922 5.977
PP 5.921 5.959
S1 5.921 5.940

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

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