NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 5.493 5.461 -0.032 -0.6% 5.505
High 5.530 5.543 0.013 0.2% 5.505
Low 5.427 5.322 -0.105 -1.9% 4.920
Close 5.493 5.323 -0.170 -3.1% 5.073
Range 0.103 0.221 0.118 114.6% 0.585
ATR 0.201 0.203 0.001 0.7% 0.000
Volume 4,284 2,151 -2,133 -49.8% 9,759
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.059 5.912 5.445
R3 5.838 5.691 5.384
R2 5.617 5.617 5.364
R1 5.470 5.470 5.343 5.433
PP 5.396 5.396 5.396 5.378
S1 5.249 5.249 5.303 5.212
S2 5.175 5.175 5.282
S3 4.954 5.028 5.262
S4 4.733 4.807 5.201
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 5.543 4.920 0.623 11.7% 0.175 3.3% 65% True False 2,656
10 5.658 4.920 0.738 13.9% 0.209 3.9% 55% False False 2,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.482
2.618 6.122
1.618 5.901
1.000 5.764
0.618 5.680
HIGH 5.543
0.618 5.459
0.500 5.433
0.382 5.406
LOW 5.322
0.618 5.185
1.000 5.101
1.618 4.964
2.618 4.743
4.250 4.383
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 5.433 5.323
PP 5.396 5.323
S1 5.360 5.323

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

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