NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 4.358 4.348 -0.010 -0.2% 4.455
High 4.370 4.456 0.086 2.0% 4.456
Low 4.284 4.330 0.046 1.1% 4.284
Close 4.349 4.427 0.078 1.8% 4.427
Range 0.086 0.126 0.040 46.5% 0.172
ATR 0.118 0.118 0.001 0.5% 0.000
Volume 28,327 20,880 -7,447 -26.3% 106,115
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.782 4.731 4.496
R3 4.656 4.605 4.462
R2 4.530 4.530 4.450
R1 4.479 4.479 4.439 4.505
PP 4.404 4.404 4.404 4.417
S1 4.353 4.353 4.415 4.379
S2 4.278 4.278 4.404
S3 4.152 4.227 4.392
S4 4.026 4.101 4.358
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.905 4.838 4.522
R3 4.733 4.666 4.474
R2 4.561 4.561 4.459
R1 4.494 4.494 4.443 4.442
PP 4.389 4.389 4.389 4.363
S1 4.322 4.322 4.411 4.270
S2 4.217 4.217 4.395
S3 4.045 4.150 4.380
S4 3.873 3.978 4.332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.470 4.284 0.186 4.2% 0.123 2.8% 77% False False 25,443
10 4.522 4.284 0.238 5.4% 0.125 2.8% 60% False False 23,088
20 4.896 4.284 0.612 13.8% 0.111 2.5% 23% False False 19,163
40 5.336 4.284 1.052 23.8% 0.115 2.6% 14% False False 17,633
60 5.747 4.284 1.463 33.0% 0.126 2.8% 10% False False 14,426
80 5.762 4.284 1.478 33.4% 0.129 2.9% 10% False False 12,546
100 5.762 4.284 1.478 33.4% 0.128 2.9% 10% False False 10,977
120 5.762 4.284 1.478 33.4% 0.131 3.0% 10% False False 9,750
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 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.992
2.618 4.786
1.618 4.660
1.000 4.582
0.618 4.534
HIGH 4.456
0.618 4.408
0.500 4.393
0.382 4.378
LOW 4.330
0.618 4.252
1.000 4.204
1.618 4.126
2.618 4.000
4.250 3.795
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 4.416 4.408
PP 4.404 4.389
S1 4.393 4.370

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

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