NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 5.045 5.000 -0.045 -0.9% 5.505
High 5.046 5.112 0.066 1.3% 5.505
Low 4.920 5.000 0.080 1.6% 4.920
Close 4.961 5.073 0.112 2.3% 5.073
Range 0.126 0.112 -0.014 -11.1% 0.585
ATR
Volume 2,029 3,242 1,213 59.8% 9,759
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.398 5.347 5.135
R3 5.286 5.235 5.104
R2 5.174 5.174 5.094
R1 5.123 5.123 5.083 5.149
PP 5.062 5.062 5.062 5.074
S1 5.011 5.011 5.063 5.037
S2 4.950 4.950 5.052
S3 4.838 4.899 5.042
S4 4.726 4.787 5.011
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.921 6.582 5.395
R3 6.336 5.997 5.234
R2 5.751 5.751 5.180
R1 5.412 5.412 5.127 5.289
PP 5.166 5.166 5.166 5.105
S1 4.827 4.827 5.019 4.704
S2 4.581 4.581 4.966
S3 3.996 4.242 4.912
S4 3.411 3.657 4.751
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.505 4.920 0.585 11.5% 0.153 3.0% 26% False False 1,951
10 5.658 4.920 0.738 14.5% 0.186 3.7% 21% False False 1,773
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.588
2.618 5.405
1.618 5.293
1.000 5.224
0.618 5.181
HIGH 5.112
0.618 5.069
0.500 5.056
0.382 5.043
LOW 5.000
0.618 4.931
1.000 4.888
1.618 4.819
2.618 4.707
4.250 4.524
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 5.067 5.095
PP 5.062 5.087
S1 5.056 5.080

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

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