NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 5.922 5.879 -0.043 -0.7% 5.712
High 5.946 6.025 0.079 1.3% 6.099
Low 5.741 5.835 0.094 1.6% 5.603
Close 5.922 6.011 0.089 1.5% 5.993
Range 0.205 0.190 -0.015 -7.3% 0.496
ATR 0.208 0.207 -0.001 -0.6% 0.000
Volume 1,595 2,155 560 35.1% 19,510
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.527 6.459 6.116
R3 6.337 6.269 6.063
R2 6.147 6.147 6.046
R1 6.079 6.079 6.028 6.113
PP 5.957 5.957 5.957 5.974
S1 5.889 5.889 5.994 5.923
S2 5.767 5.767 5.976
S3 5.577 5.699 5.959
S4 5.387 5.509 5.907
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 5.741 0.366 6.1% 0.218 3.6% 74% False False 2,981
10 6.107 5.320 0.787 13.1% 0.201 3.3% 88% False False 3,209
20 6.107 4.920 1.187 19.7% 0.205 3.4% 92% False False 2,677
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 0.038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.833
2.618 6.522
1.618 6.332
1.000 6.215
0.618 6.142
HIGH 6.025
0.618 5.952
0.500 5.930
0.382 5.908
LOW 5.835
0.618 5.718
1.000 5.645
1.618 5.528
2.618 5.338
4.250 5.028
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 5.984 5.982
PP 5.957 5.953
S1 5.930 5.924

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

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