NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 4.348 4.396 0.048 1.1% 4.455
High 4.456 4.500 0.044 1.0% 4.456
Low 4.330 4.369 0.039 0.9% 4.284
Close 4.427 4.458 0.031 0.7% 4.427
Range 0.126 0.131 0.005 4.0% 0.172
ATR 0.118 0.119 0.001 0.8% 0.000
Volume 20,880 23,299 2,419 11.6% 106,115
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.835 4.778 4.530
R3 4.704 4.647 4.494
R2 4.573 4.573 4.482
R1 4.516 4.516 4.470 4.545
PP 4.442 4.442 4.442 4.457
S1 4.385 4.385 4.446 4.414
S2 4.311 4.311 4.434
S3 4.180 4.254 4.422
S4 4.049 4.123 4.386
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 4.500 4.284 0.216 4.8% 0.126 2.8% 81% True False 25,882
10 4.522 4.284 0.238 5.3% 0.126 2.8% 73% False False 23,830
20 4.896 4.284 0.612 13.7% 0.115 2.6% 28% False False 19,090
40 5.336 4.284 1.052 23.6% 0.115 2.6% 17% False False 17,845
60 5.747 4.284 1.463 32.8% 0.126 2.8% 12% False False 14,714
80 5.762 4.284 1.478 33.2% 0.128 2.9% 12% False False 12,725
100 5.762 4.284 1.478 33.2% 0.129 2.9% 12% False False 11,187
120 5.762 4.284 1.478 33.2% 0.131 2.9% 12% False False 9,920
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 5.057
2.618 4.843
1.618 4.712
1.000 4.631
0.618 4.581
HIGH 4.500
0.618 4.450
0.500 4.435
0.382 4.419
LOW 4.369
0.618 4.288
1.000 4.238
1.618 4.157
2.618 4.026
4.250 3.812
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 4.450 4.436
PP 4.442 4.414
S1 4.435 4.392

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

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