NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 30-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 30-Dec-2009 Change Change % Previous Week
Open 6.095 5.969 -0.126 -2.1% 6.107
High 6.095 6.050 -0.045 -0.7% 6.107
Low 5.988 5.871 -0.117 -2.0% 5.741
Close 5.995 5.884 -0.111 -1.9% 5.915
Range 0.107 0.179 0.072 67.3% 0.366
ATR 0.199 0.198 -0.001 -0.7% 0.000
Volume 3,528 2,265 -1,263 -35.8% 8,641
Daily Pivots for day following 30-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.472 6.357 5.982
R3 6.293 6.178 5.933
R2 6.114 6.114 5.917
R1 5.999 5.999 5.900 5.967
PP 5.935 5.935 5.935 5.919
S1 5.820 5.820 5.868 5.788
S2 5.756 5.756 5.851
S3 5.577 5.641 5.835
S4 5.398 5.462 5.786
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 5.835 0.275 4.7% 0.146 2.5% 18% False False 2,763
10 6.110 5.721 0.389 6.6% 0.175 3.0% 42% False False 3,015
20 6.110 4.920 1.190 20.2% 0.182 3.1% 81% False False 2,959
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.811
2.618 6.519
1.618 6.340
1.000 6.229
0.618 6.161
HIGH 6.050
0.618 5.982
0.500 5.961
0.382 5.939
LOW 5.871
0.618 5.760
1.000 5.692
1.618 5.581
2.618 5.402
4.250 5.110
Fisher Pivots for day following 30-Dec-2009
Pivot 1 day 3 day
R1 5.961 5.991
PP 5.935 5.955
S1 5.910 5.920

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

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