NYMEX Natural Gas Future December 2010

Trading Metrics calculated at close of trading on 23-Sep-2010

Day Change Summary
	Previous	Current
	22-Sep-2010	23-Sep-2010	Change	Change %	Previous Week
Open	4.305	4.326	0.021	0.5%	4.396
High	4.383	4.450	0.067	1.5%	4.500
Low	4.290	4.307	0.017	0.4%	4.273
Close	4.319	4.374	0.055	1.3%	4.420
Range	0.093	0.143	0.050	53.8%	0.227
ATR	0.128	0.129	0.001	0.8%	0.000
Volume	21,609	22,988	1,379	6.4%	121,906

Daily Pivots for day following 23-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.806	4.733	4.453
R3	4.663	4.590	4.413
R2	4.520	4.520	4.400
R1	4.447	4.447	4.387	4.484
PP	4.377	4.377	4.377	4.395
S1	4.304	4.304	4.361	4.341
S2	4.234	4.234	4.348
S3	4.091	4.161	4.335
S4	3.948	4.018	4.295

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	4.481	4.230	0.251	5.7%	0.126	2.9%	57%	False	False	21,539
10	4.500	4.230	0.270	6.2%	0.136	3.1%	53%	False	False	23,118
20	4.522	4.230	0.292	6.7%	0.128	2.9%	49%	False	False	23,112
40	5.336	4.230	1.106	25.3%	0.122	2.8%	13%	False	False	20,764
60	5.447	4.230	1.217	27.8%	0.124	2.8%	12%	False	False	17,059
80	5.762	4.230	1.532	35.0%	0.130	3.0%	9%	False	False	14,629
100	5.762	4.230	1.532	35.0%	0.128	2.9%	9%	False	False	12,764
120	5.762	4.230	1.532	35.0%	0.131	3.0%	9%	False	False	11,201

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	0.028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.058
2.618	4.824
1.618	4.681
1.000	4.593
0.618	4.538
HIGH	4.450
0.618	4.395
0.500	4.379
0.382	4.362
LOW	4.307
0.618	4.219
1.000	4.164
1.618	4.076
2.618	3.933
4.250	3.699

Fisher Pivots for day following 23-Sep-2010
Pivot	1 day	3 day
R1	4.379	4.363
PP	4.377	4.351
S1	4.376	4.340

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