NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 5.757 5.841 0.084 1.5% 5.420
High 5.842 6.099 0.257 4.4% 5.710
Low 5.721 5.803 0.082 1.4% 5.103
Close 5.757 5.980 0.223 3.9% 5.555
Range 0.121 0.296 0.175 144.6% 0.607
ATR 0.199 0.210 0.010 5.1% 0.000
Volume 3,590 2,013 -1,577 -43.9% 14,572
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.849 6.710 6.143
R3 6.553 6.414 6.061
R2 6.257 6.257 6.034
R1 6.118 6.118 6.007 6.188
PP 5.961 5.961 5.961 5.995
S1 5.822 5.822 5.953 5.892
S2 5.665 5.665 5.926
S3 5.369 5.526 5.899
S4 5.073 5.230 5.817
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 6.099 5.508 0.591 9.9% 0.172 2.9% 80% True False 3,413
10 6.099 5.000 1.099 18.4% 0.196 3.3% 89% True False 3,044
20 6.099 4.920 1.179 19.7% 0.193 3.2% 90% True False 2,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.357
2.618 6.874
1.618 6.578
1.000 6.395
0.618 6.282
HIGH 6.099
0.618 5.986
0.500 5.951
0.382 5.916
LOW 5.803
0.618 5.620
1.000 5.507
1.618 5.324
2.618 5.028
4.250 4.545
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 5.970 5.957
PP 5.961 5.933
S1 5.951 5.910

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

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