NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 5.356 5.595 0.239 4.5% 5.420
High 5.675 5.710 0.035 0.6% 5.710
Low 5.320 5.508 0.188 3.5% 5.103
Close 5.659 5.555 -0.104 -1.8% 5.555
Range 0.355 0.202 -0.153 -43.1% 0.607
ATR 0.214 0.213 -0.001 -0.4% 0.000
Volume 2,129 4,434 2,305 108.3% 14,572
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.197 6.078 5.666
R3 5.995 5.876 5.611
R2 5.793 5.793 5.592
R1 5.674 5.674 5.574 5.633
PP 5.591 5.591 5.591 5.570
S1 5.472 5.472 5.536 5.431
S2 5.389 5.389 5.518
S3 5.187 5.270 5.499
S4 4.985 5.068 5.444
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.277 7.023 5.889
R3 6.670 6.416 5.722
R2 6.063 6.063 5.666
R1 5.809 5.809 5.611 5.936
PP 5.456 5.456 5.456 5.520
S1 5.202 5.202 5.499 5.329
S2 4.849 4.849 5.444
S3 4.242 4.595 5.388
S4 3.635 3.988 5.221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.710 5.103 0.607 10.9% 0.239 4.3% 74% True False 2,914
10 5.710 4.920 0.790 14.2% 0.196 3.5% 80% True False 2,433
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.569
2.618 6.239
1.618 6.037
1.000 5.912
0.618 5.835
HIGH 5.710
0.618 5.633
0.500 5.609
0.382 5.585
LOW 5.508
0.618 5.383
1.000 5.306
1.618 5.181
2.618 4.979
4.250 4.650
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 5.609 5.542
PP 5.591 5.528
S1 5.573 5.515

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

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