NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	4.435	4.460	0.025	0.6%	4.396
High	4.500	4.481	-0.019	-0.4%	4.500
Low	4.273	4.373	0.100	2.3%	4.273
Close	4.450	4.420	-0.030	-0.7%	4.420
Range	0.227	0.108	-0.119	-52.4%	0.227
ATR	0.127	0.126	-0.001	-1.1%	0.000
Volume	32,884	19,296	-13,588	-41.3%	121,906

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.749	4.692	4.479
R3	4.641	4.584	4.450
R2	4.533	4.533	4.440
R1	4.476	4.476	4.430	4.451
PP	4.425	4.425	4.425	4.412
S1	4.368	4.368	4.410	4.343
S2	4.317	4.317	4.400
S3	4.209	4.260	4.390
S4	4.101	4.152	4.361

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.079	4.976	4.545
R3	4.852	4.749	4.482
R2	4.625	4.625	4.462
R1	4.522	4.522	4.441	4.574
PP	4.398	4.398	4.398	4.423
S1	4.295	4.295	4.399	4.347
S2	4.171	4.171	4.378
S3	3.944	4.068	4.358
S4	3.717	3.841	4.295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.500	4.273	0.227	5.1%	0.142	3.2%	65%	False	False	24,381
10	4.500	4.273	0.227	5.1%	0.133	3.0%	65%	False	False	24,912
20	4.673	4.273	0.400	9.0%	0.118	2.7%	37%	False	False	21,012
40	5.336	4.273	1.063	24.0%	0.119	2.7%	14%	False	False	19,425
60	5.570	4.273	1.297	29.3%	0.124	2.8%	11%	False	False	15,916
80	5.762	4.273	1.489	33.7%	0.130	2.9%	10%	False	False	13,747
100	5.762	4.273	1.489	33.7%	0.129	2.9%	10%	False	False	12,046
120	5.762	4.273	1.489	33.7%	0.133	3.0%	10%	False	False	10,649

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.940
2.618	4.764
1.618	4.656
1.000	4.589
0.618	4.548
HIGH	4.481
0.618	4.440
0.500	4.427
0.382	4.414
LOW	4.373
0.618	4.306
1.000	4.265
1.618	4.198
2.618	4.090
4.250	3.914

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	4.427	4.409
PP	4.425	4.398
S1	4.422	4.387

Download as Excel Spreadsheet

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

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