NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 5.841 6.020 0.179 3.1% 5.712
High 6.099 6.089 -0.010 -0.2% 6.099
Low 5.803 5.943 0.140 2.4% 5.603
Close 5.980 5.993 0.013 0.2% 5.993
Range 0.296 0.146 -0.150 -50.7% 0.496
ATR 0.210 0.205 -0.005 -2.2% 0.000
Volume 2,013 6,876 4,863 241.6% 19,510
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.446 6.366 6.073
R3 6.300 6.220 6.033
R2 6.154 6.154 6.020
R1 6.074 6.074 6.006 6.041
PP 6.008 6.008 6.008 5.992
S1 5.928 5.928 5.980 5.895
S2 5.862 5.862 5.966
S3 5.716 5.782 5.953
S4 5.570 5.636 5.913
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.386 7.186 6.266
R3 6.890 6.690 6.129
R2 6.394 6.394 6.084
R1 6.194 6.194 6.038 6.294
PP 5.898 5.898 5.898 5.949
S1 5.698 5.698 5.948 5.798
S2 5.402 5.402 5.902
S3 4.906 5.202 5.857
S4 4.410 4.706 5.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.099 5.603 0.496 8.3% 0.160 2.7% 79% False False 3,902
10 6.099 5.103 0.996 16.6% 0.200 3.3% 89% False False 3,408
20 6.099 4.920 1.179 19.7% 0.193 3.2% 91% False False 2,590
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.710
2.618 6.471
1.618 6.325
1.000 6.235
0.618 6.179
HIGH 6.089
0.618 6.033
0.500 6.016
0.382 5.999
LOW 5.943
0.618 5.853
1.000 5.797
1.618 5.707
2.618 5.561
4.250 5.323
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 6.016 5.965
PP 6.008 5.938
S1 6.001 5.910

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

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