NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 4.460 4.361 -0.099 -2.2% 4.396
High 4.481 4.387 -0.094 -2.1% 4.500
Low 4.373 4.233 -0.140 -3.2% 4.273
Close 4.420 4.243 -0.177 -4.0% 4.420
Range 0.108 0.154 0.046 42.6% 0.227
ATR 0.126 0.130 0.004 3.5% 0.000
Volume 19,296 18,397 -899 -4.7% 121,906
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.750 4.650 4.328
R3 4.596 4.496 4.285
R2 4.442 4.442 4.271
R1 4.342 4.342 4.257 4.315
PP 4.288 4.288 4.288 4.274
S1 4.188 4.188 4.229 4.161
S2 4.134 4.134 4.215
S3 3.980 4.034 4.201
S4 3.826 3.880 4.158
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 4.233 0.267 6.3% 0.147 3.5% 4% False True 23,400
10 4.500 4.233 0.267 6.3% 0.136 3.2% 4% False True 24,641
20 4.593 4.233 0.360 8.5% 0.122 2.9% 3% False True 21,315
40 5.336 4.233 1.103 26.0% 0.121 2.8% 1% False True 19,620
60 5.570 4.233 1.337 31.5% 0.125 2.9% 1% False True 16,096
80 5.762 4.233 1.529 36.0% 0.130 3.1% 1% False True 13,931
100 5.762 4.233 1.529 36.0% 0.130 3.1% 1% False True 12,198
120 5.762 4.233 1.529 36.0% 0.133 3.1% 1% False True 10,770
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.042
2.618 4.790
1.618 4.636
1.000 4.541
0.618 4.482
HIGH 4.387
0.618 4.328
0.500 4.310
0.382 4.292
LOW 4.233
0.618 4.138
1.000 4.079
1.618 3.984
2.618 3.830
4.250 3.579
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 4.310 4.367
PP 4.288 4.325
S1 4.265 4.284

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

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