NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 5.640 5.474 -0.166 -2.9% 5.161
High 5.655 5.552 -0.103 -1.8% 5.582
Low 5.474 5.453 -0.021 -0.4% 5.145
Close 5.521 5.474 -0.047 -0.9% 5.490
Range 0.181 0.099 -0.082 -45.3% 0.437
ATR 0.147 0.143 -0.003 -2.3% 0.000
Volume 7,592 8,050 458 6.0% 35,526
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.790 5.731 5.528
R3 5.691 5.632 5.501
R2 5.592 5.592 5.492
R1 5.533 5.533 5.483 5.524
PP 5.493 5.493 5.493 5.488
S1 5.434 5.434 5.465 5.425
S2 5.394 5.394 5.456
S3 5.295 5.335 5.447
S4 5.196 5.236 5.420
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.717 6.540 5.730
R3 6.280 6.103 5.610
R2 5.843 5.843 5.570
R1 5.666 5.666 5.530 5.755
PP 5.406 5.406 5.406 5.450
S1 5.229 5.229 5.450 5.318
S2 4.969 4.969 5.410
S3 4.532 4.792 5.370
S4 4.095 4.355 5.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.655 5.270 0.385 7.0% 0.167 3.0% 53% False False 9,763
10 5.655 5.120 0.535 9.8% 0.156 2.8% 66% False False 7,587
20 5.655 5.026 0.629 11.5% 0.140 2.6% 71% False False 6,871
40 5.655 5.026 0.629 11.5% 0.134 2.4% 71% False False 5,322
60 5.655 5.026 0.629 11.5% 0.135 2.5% 71% False False 4,663
80 6.476 5.026 1.450 26.5% 0.127 2.3% 31% False False 4,077
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.026
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.973
2.618 5.811
1.618 5.712
1.000 5.651
0.618 5.613
HIGH 5.552
0.618 5.514
0.500 5.503
0.382 5.491
LOW 5.453
0.618 5.392
1.000 5.354
1.618 5.293
2.618 5.194
4.250 5.032
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 5.503 5.545
PP 5.493 5.521
S1 5.484 5.498

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

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