NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 4.388 4.234 -0.154 -3.5% 4.361
High 4.393 4.234 -0.159 -3.6% 4.450
Low 4.252 4.125 -0.127 -3.0% 4.230
Close 4.260 4.141 -0.119 -2.8% 4.260
Range 0.141 0.109 -0.032 -22.7% 0.220
ATR 0.130 0.130 0.000 0.3% 0.000
Volume 21,302 43,916 22,614 106.2% 109,703
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.494 4.426 4.201
R3 4.385 4.317 4.171
R2 4.276 4.276 4.161
R1 4.208 4.208 4.151 4.188
PP 4.167 4.167 4.167 4.156
S1 4.099 4.099 4.131 4.079
S2 4.058 4.058 4.121
S3 3.949 3.990 4.111
S4 3.840 3.881 4.081
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.973 4.837 4.381
R3 4.753 4.617 4.321
R2 4.533 4.533 4.300
R1 4.397 4.397 4.280 4.355
PP 4.313 4.313 4.313 4.293
S1 4.177 4.177 4.240 4.135
S2 4.093 4.093 4.220
S3 3.873 3.957 4.200
S4 3.653 3.737 4.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.450 4.125 0.325 7.8% 0.123 3.0% 5% False True 27,044
10 4.500 4.125 0.375 9.1% 0.135 3.3% 4% False True 25,222
20 4.522 4.125 0.397 9.6% 0.131 3.2% 4% False True 24,526
40 5.336 4.125 1.211 29.2% 0.123 3.0% 1% False True 21,327
60 5.447 4.125 1.322 31.9% 0.122 2.9% 1% False True 17,842
80 5.762 4.125 1.637 39.5% 0.128 3.1% 1% False True 15,231
100 5.762 4.125 1.637 39.5% 0.129 3.1% 1% False True 13,361
120 5.762 4.125 1.637 39.5% 0.130 3.1% 1% False True 11,678
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.697
2.618 4.519
1.618 4.410
1.000 4.343
0.618 4.301
HIGH 4.234
0.618 4.192
0.500 4.180
0.382 4.167
LOW 4.125
0.618 4.058
1.000 4.016
1.618 3.949
2.618 3.840
4.250 3.662
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 4.180 4.288
PP 4.167 4.239
S1 4.154 4.190

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

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