NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 5.879 5.915 0.036 0.6% 5.712
High 6.025 6.075 0.050 0.8% 6.099
Low 5.835 5.885 0.050 0.9% 5.603
Close 6.011 5.915 -0.096 -1.6% 5.993
Range 0.190 0.190 0.000 0.0% 0.496
ATR 0.207 0.206 -0.001 -0.6% 0.000
Volume 2,155 2,623 468 21.7% 19,510
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.528 6.412 6.020
R3 6.338 6.222 5.967
R2 6.148 6.148 5.950
R1 6.032 6.032 5.932 6.010
PP 5.958 5.958 5.958 5.948
S1 5.842 5.842 5.898 5.820
S2 5.768 5.768 5.880
S3 5.578 5.652 5.863
S4 5.388 5.462 5.811
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 6.2% 0.196 3.3% 48% False False 3,103
10 6.107 5.508 0.599 10.1% 0.184 3.1% 68% False False 3,258
20 6.107 4.920 1.187 20.1% 0.198 3.3% 84% False False 2,718
Crabel Price Patterns
NR False
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 0.037
Fibonacci Retracements and Extensions
4.250 6.883
2.618 6.572
1.618 6.382
1.000 6.265
0.618 6.192
HIGH 6.075
0.618 6.002
0.500 5.980
0.382 5.958
LOW 5.885
0.618 5.768
1.000 5.695
1.618 5.578
2.618 5.388
4.250 5.078
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 5.980 5.913
PP 5.958 5.910
S1 5.937 5.908

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

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