NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 6.020 6.107 0.087 1.4% 5.712
High 6.089 6.107 0.018 0.3% 6.099
Low 5.943 5.856 -0.087 -1.5% 5.603
Close 5.993 5.887 -0.106 -1.8% 5.993
Range 0.146 0.251 0.105 71.9% 0.496
ATR 0.205 0.208 0.003 1.6% 0.000
Volume 6,876 2,268 -4,608 -67.0% 19,510
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.703 6.546 6.025
R3 6.452 6.295 5.956
R2 6.201 6.201 5.933
R1 6.044 6.044 5.910 5.997
PP 5.950 5.950 5.950 5.927
S1 5.793 5.793 5.864 5.746
S2 5.699 5.699 5.841
S3 5.448 5.542 5.818
S4 5.197 5.291 5.749
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 6.107 5.721 0.386 6.6% 0.180 3.1% 43% True False 3,601
10 6.107 5.320 0.787 13.4% 0.193 3.3% 72% True False 3,477
20 6.107 4.920 1.187 20.2% 0.197 3.3% 81% True False 2,586
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.174
2.618 6.764
1.618 6.513
1.000 6.358
0.618 6.262
HIGH 6.107
0.618 6.011
0.500 5.982
0.382 5.952
LOW 5.856
0.618 5.701
1.000 5.605
1.618 5.450
2.618 5.199
4.250 4.789
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 5.982 5.955
PP 5.950 5.932
S1 5.919 5.910

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

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