NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	6.124	6.023	-0.101	-1.6%	5.933
High	6.125	6.075	-0.050	-0.8%	6.095
Low	6.007	5.895	-0.112	-1.9%	5.777
Close	6.023	5.914	-0.109	-1.8%	5.945
Range	0.118	0.180	0.062	52.5%	0.318
ATR	0.184	0.184	0.000	-0.2%	0.000
Volume	1,908	1,178	-730	-38.3%	10,954

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.501	6.388	6.013
R3	6.321	6.208	5.964
R2	6.141	6.141	5.947
R1	6.028	6.028	5.931	5.995
PP	5.961	5.961	5.961	5.945
S1	5.848	5.848	5.898	5.815
S2	5.781	5.781	5.881
S3	5.601	5.668	5.865
S4	5.421	5.488	5.815

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.893	6.737	6.120
R3	6.575	6.419	6.032
R2	6.257	6.257	6.003
R1	6.101	6.101	5.974	6.179
PP	5.939	5.939	5.939	5.978
S1	5.783	5.783	5.916	5.861
S2	5.621	5.621	5.887
S3	5.303	5.465	5.858
S4	4.985	5.147	5.770

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.145	5.860	0.285	4.8%	0.146	2.5%	19%	False	False	1,969
10	6.145	5.768	0.377	6.4%	0.151	2.5%	39%	False	False	2,474
20	6.145	4.970	1.175	19.9%	0.163	2.7%	80%	False	False	2,565
40	6.145	4.970	1.175	19.9%	0.151	2.6%	80%	False	False	2,022

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.840
2.618	6.546
1.618	6.366
1.000	6.255
0.618	6.186
HIGH	6.075
0.618	6.006
0.500	5.985
0.382	5.964
LOW	5.895
0.618	5.784
1.000	5.715
1.618	5.604
2.618	5.424
4.250	5.130

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	5.985	6.020
PP	5.961	5.985
S1	5.938	5.949

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