NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 31-Dec-2009

Day Change Summary
	Previous	Current
	30-Dec-2009	31-Dec-2009	Change	Change %	Previous Week
Open	6.023	5.795	-0.228	-3.8%	5.933
High	6.075	6.026	-0.049	-0.8%	6.095
Low	5.895	5.760	-0.135	-2.3%	5.777
Close	5.914	5.795	-0.119	-2.0%	5.945
Range	0.180	0.266	0.086	47.8%	0.318
ATR	0.184	0.190	0.006	3.2%	0.000
Volume	1,178	1,506	328	27.8%	10,954

Daily Pivots for day following 31-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.658	6.493	5.941
R3	6.392	6.227	5.868
R2	6.126	6.126	5.844
R1	5.961	5.961	5.819	5.928
PP	5.860	5.860	5.860	5.844
S1	5.695	5.695	5.771	5.662
S2	5.594	5.594	5.746
S3	5.328	5.429	5.722
S4	5.062	5.163	5.649

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	5.760	0.385	6.6%	0.162	2.8%	9%	False	True	1,756
10	6.145	5.760	0.385	6.6%	0.163	2.8%	9%	False	True	2,439
20	6.145	4.970	1.175	20.3%	0.167	2.9%	70%	False	False	2,561
40	6.145	4.970	1.175	20.3%	0.155	2.7%	70%	False	False	2,026

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	7.157
2.618	6.722
1.618	6.456
1.000	6.292
0.618	6.190
HIGH	6.026
0.618	5.924
0.500	5.893
0.382	5.862
LOW	5.760
0.618	5.596
1.000	5.494
1.618	5.330
2.618	5.064
4.250	4.630

Fisher Pivots for day following 31-Dec-2009
Pivot	1 day	3 day
R1	5.893	5.943
PP	5.860	5.893
S1	5.828	5.844

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