NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 6.049 6.095 0.046 0.8% 6.107
High 6.110 6.095 -0.015 -0.2% 6.107
Low 6.048 5.988 -0.060 -1.0% 5.741
Close 6.117 5.995 -0.122 -2.0% 5.915
Range 0.062 0.107 0.045 72.6% 0.366
ATR 0.205 0.199 -0.005 -2.6% 0.000
Volume 3,244 3,528 284 8.8% 8,641
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.347 6.278 6.054
R3 6.240 6.171 6.024
R2 6.133 6.133 6.015
R1 6.064 6.064 6.005 6.045
PP 6.026 6.026 6.026 6.017
S1 5.957 5.957 5.985 5.938
S2 5.919 5.919 5.975
S3 5.812 5.850 5.966
S4 5.705 5.743 5.936
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.019 6.833 6.116
R3 6.653 6.467 6.016
R2 6.287 6.287 5.982
R1 6.101 6.101 5.949 6.011
PP 5.921 5.921 5.921 5.876
S1 5.735 5.735 5.881 5.645
S2 5.555 5.555 5.848
S3 5.189 5.369 5.814
S4 4.823 5.003 5.714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.110 5.741 0.369 6.2% 0.151 2.5% 69% False False 2,629
10 6.110 5.721 0.389 6.5% 0.166 2.8% 70% False False 3,115
20 6.110 4.920 1.190 19.8% 0.180 3.0% 90% False False 2,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.550
2.618 6.375
1.618 6.268
1.000 6.202
0.618 6.161
HIGH 6.095
0.618 6.054
0.500 6.042
0.382 6.029
LOW 5.988
0.618 5.922
1.000 5.881
1.618 5.815
2.618 5.708
4.250 5.533
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 6.042 5.998
PP 6.026 5.997
S1 6.011 5.996

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

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