NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 4.372 4.455 0.083 1.9% 4.350
High 4.470 4.455 -0.015 -0.3% 4.522
Low 4.352 4.293 -0.059 -1.4% 4.300
Close 4.465 4.387 -0.078 -1.7% 4.465
Range 0.118 0.162 0.044 37.3% 0.222
ATR 0.116 0.120 0.004 3.5% 0.000
Volume 21,102 31,501 10,399 49.3% 108,892
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.864 4.788 4.476
R3 4.702 4.626 4.432
R2 4.540 4.540 4.417
R1 4.464 4.464 4.402 4.421
PP 4.378 4.378 4.378 4.357
S1 4.302 4.302 4.372 4.259
S2 4.216 4.216 4.357
S3 4.054 4.140 4.342
S4 3.892 3.978 4.298
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.095 5.002 4.587
R3 4.873 4.780 4.526
R2 4.651 4.651 4.506
R1 4.558 4.558 4.485 4.605
PP 4.429 4.429 4.429 4.452
S1 4.336 4.336 4.445 4.383
S2 4.207 4.207 4.424
S3 3.985 4.114 4.404
S4 3.763 3.892 4.343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.522 4.293 0.229 5.2% 0.123 2.8% 41% False True 24,834
10 4.535 4.293 0.242 5.5% 0.117 2.7% 39% False True 19,989
20 4.896 4.293 0.603 13.7% 0.108 2.5% 16% False True 18,996
40 5.336 4.293 1.043 23.8% 0.117 2.7% 9% False True 16,490
60 5.762 4.293 1.469 33.5% 0.126 2.9% 6% False True 13,559
80 5.762 4.293 1.469 33.5% 0.130 3.0% 6% False True 11,929
100 5.762 4.293 1.469 33.5% 0.128 2.9% 6% False True 10,322
120 5.762 4.293 1.469 33.5% 0.131 3.0% 6% False True 9,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.144
2.618 4.879
1.618 4.717
1.000 4.617
0.618 4.555
HIGH 4.455
0.618 4.393
0.500 4.374
0.382 4.355
LOW 4.293
0.618 4.193
1.000 4.131
1.618 4.031
2.618 3.869
4.250 3.605
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 4.383 4.385
PP 4.378 4.383
S1 4.374 4.382

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

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