NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	5.870	6.095	0.225	3.8%	5.757
High	6.045	6.095	0.050	0.8%	6.110
Low	5.860	5.920	0.060	1.0%	5.636
Close	6.041	5.945	-0.096	-1.6%	6.028
Range	0.185	0.175	-0.010	-5.4%	0.474
ATR	0.188	0.187	-0.001	-0.5%	0.000
Volume	2,570	1,583	-987	-38.4%	10,808

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.512	6.403	6.041
R3	6.337	6.228	5.993
R2	6.162	6.162	5.977
R1	6.053	6.053	5.961	6.020
PP	5.987	5.987	5.987	5.970
S1	5.878	5.878	5.929	5.845
S2	5.812	5.812	5.913
S3	5.637	5.703	5.897
S4	5.462	5.528	5.849

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	6.095	5.777	0.318	5.3%	0.145	2.4%	53%	True	False	2,964
10	6.110	5.559	0.551	9.3%	0.159	2.7%	70%	False	False	2,385
20	6.110	4.970	1.140	19.2%	0.174	2.9%	86%	False	False	2,425
40	6.110	4.970	1.140	19.2%	0.156	2.6%	86%	False	False	2,028

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	True
Stretch	0.023
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.839
2.618	6.553
1.618	6.378
1.000	6.270
0.618	6.203
HIGH	6.095
0.618	6.028
0.500	6.008
0.382	5.987
LOW	5.920
0.618	5.812
1.000	5.745
1.618	5.637
2.618	5.462
4.250	5.176

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	6.008	5.942
PP	5.987	5.939
S1	5.966	5.936

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols