NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 4.361 4.256 -0.105 -2.4% 4.396
High 4.387 4.361 -0.026 -0.6% 4.500
Low 4.233 4.230 -0.003 -0.1% 4.273
Close 4.243 4.287 0.044 1.0% 4.420
Range 0.154 0.131 -0.023 -14.9% 0.227
ATR 0.130 0.130 0.000 0.0% 0.000
Volume 18,397 25,407 7,010 38.1% 121,906
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.686 4.617 4.359
R3 4.555 4.486 4.323
R2 4.424 4.424 4.311
R1 4.355 4.355 4.299 4.390
PP 4.293 4.293 4.293 4.310
S1 4.224 4.224 4.275 4.259
S2 4.162 4.162 4.263
S3 4.031 4.093 4.251
S4 3.900 3.962 4.215
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 4.230 0.270 6.3% 0.140 3.3% 21% False True 24,163
10 4.500 4.230 0.270 6.3% 0.133 3.1% 21% False True 24,032
20 4.535 4.230 0.305 7.1% 0.125 2.9% 19% False True 22,011
40 5.336 4.230 1.106 25.8% 0.122 2.8% 5% False True 20,094
60 5.535 4.230 1.305 30.4% 0.126 2.9% 4% False True 16,444
80 5.762 4.230 1.532 35.7% 0.130 3.0% 4% False True 14,204
100 5.762 4.230 1.532 35.7% 0.128 3.0% 4% False True 12,430
120 5.762 4.230 1.532 35.7% 0.133 3.1% 4% False True 10,959
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.918
2.618 4.704
1.618 4.573
1.000 4.492
0.618 4.442
HIGH 4.361
0.618 4.311
0.500 4.296
0.382 4.280
LOW 4.230
0.618 4.149
1.000 4.099
1.618 4.018
2.618 3.887
4.250 3.673
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 4.296 4.356
PP 4.293 4.333
S1 4.290 4.310

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

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