NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 5.420 5.493 0.073 1.3% 5.505
High 5.418 5.530 0.112 2.1% 5.505
Low 5.103 5.427 0.324 6.3% 4.920
Close 5.420 5.493 0.073 1.3% 5.073
Range 0.315 0.103 -0.212 -67.3% 0.585
ATR 0.000 0.201 0.201 0.000
Volume 1,574 4,284 2,710 172.2% 9,759
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.792 5.746 5.550
R3 5.689 5.643 5.521
R2 5.586 5.586 5.512
R1 5.540 5.540 5.502 5.545
PP 5.483 5.483 5.483 5.486
S1 5.437 5.437 5.484 5.442
S2 5.380 5.380 5.474
S3 5.277 5.334 5.465
S4 5.174 5.231 5.436
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 5.530 4.920 0.610 11.1% 0.175 3.2% 94% True False 2,659
10 5.658 4.920 0.738 13.4% 0.199 3.6% 78% False False 1,995
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 0.019
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.968
2.618 5.800
1.618 5.697
1.000 5.633
0.618 5.594
HIGH 5.530
0.618 5.491
0.500 5.479
0.382 5.466
LOW 5.427
0.618 5.363
1.000 5.324
1.618 5.260
2.618 5.157
4.250 4.989
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 5.488 5.417
PP 5.483 5.341
S1 5.479 5.265

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

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