NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 6.107 5.922 -0.185 -3.0% 5.712
High 6.107 5.946 -0.161 -2.6% 6.099
Low 5.856 5.741 -0.115 -2.0% 5.603
Close 5.887 5.922 0.035 0.6% 5.993
Range 0.251 0.205 -0.046 -18.3% 0.496
ATR 0.208 0.208 0.000 -0.1% 0.000
Volume 2,268 1,595 -673 -29.7% 19,510
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.485 6.408 6.035
R3 6.280 6.203 5.978
R2 6.075 6.075 5.960
R1 5.998 5.998 5.941 6.025
PP 5.870 5.870 5.870 5.883
S1 5.793 5.793 5.903 5.820
S2 5.665 5.665 5.884
S3 5.460 5.588 5.866
S4 5.255 5.383 5.809
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 6.5% 0.204 3.4% 52% False False 3,268
10 6.107 5.320 0.787 13.3% 0.204 3.4% 76% False False 3,208
20 6.107 4.920 1.187 20.0% 0.201 3.4% 84% False False 2,602
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 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.817
2.618 6.483
1.618 6.278
1.000 6.151
0.618 6.073
HIGH 5.946
0.618 5.868
0.500 5.844
0.382 5.819
LOW 5.741
0.618 5.614
1.000 5.536
1.618 5.409
2.618 5.204
4.250 4.870
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 5.896 5.924
PP 5.870 5.923
S1 5.844 5.923

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

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