NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 5.969 5.765 -0.204 -3.4% 6.107
High 6.050 6.010 -0.040 -0.7% 6.107
Low 5.871 5.726 -0.145 -2.5% 5.741
Close 5.884 5.765 -0.119 -2.0% 5.915
Range 0.179 0.284 0.105 58.7% 0.366
ATR 0.198 0.204 0.006 3.1% 0.000
Volume 2,265 1,805 -460 -20.3% 8,641
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.686 6.509 5.921
R3 6.402 6.225 5.843
R2 6.118 6.118 5.817
R1 5.941 5.941 5.791 5.907
PP 5.834 5.834 5.834 5.817
S1 5.657 5.657 5.739 5.623
S2 5.550 5.550 5.713
S3 5.266 5.373 5.687
S4 4.982 5.089 5.609
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 5.726 0.384 6.7% 0.164 2.9% 10% False True 2,693
10 6.110 5.726 0.384 6.7% 0.191 3.3% 10% False True 2,837
20 6.110 4.920 1.190 20.6% 0.185 3.2% 71% False False 2,941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7.217
2.618 6.754
1.618 6.470
1.000 6.294
0.618 6.186
HIGH 6.010
0.618 5.902
0.500 5.868
0.382 5.834
LOW 5.726
0.618 5.550
1.000 5.442
1.618 5.266
2.618 4.982
4.250 4.519
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 5.868 5.911
PP 5.834 5.862
S1 5.799 5.814

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

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