NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 4.160 4.183 0.023 0.6% 4.361
High 4.236 4.194 -0.042 -1.0% 4.450
Low 4.141 4.122 -0.019 -0.5% 4.230
Close 4.172 4.178 0.006 0.1% 4.260
Range 0.095 0.072 -0.023 -24.2% 0.220
ATR 0.128 0.124 -0.004 -3.1% 0.000
Volume 21,564 21,198 -366 -1.7% 109,703
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.381 4.351 4.218
R3 4.309 4.279 4.198
R2 4.237 4.237 4.191
R1 4.207 4.207 4.185 4.186
PP 4.165 4.165 4.165 4.154
S1 4.135 4.135 4.171 4.114
S2 4.093 4.093 4.165
S3 4.021 4.063 4.158
S4 3.949 3.991 4.138
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 4.122 0.328 7.9% 0.112 2.7% 17% False True 26,193
10 4.500 4.122 0.378 9.0% 0.127 3.0% 15% False True 24,856
20 4.504 4.122 0.382 9.1% 0.125 3.0% 15% False True 24,851
40 5.229 4.122 1.107 26.5% 0.119 2.8% 5% False True 21,613
60 5.373 4.122 1.251 29.9% 0.119 2.8% 4% False True 18,232
80 5.762 4.122 1.640 39.3% 0.126 3.0% 3% False True 15,449
100 5.762 4.122 1.640 39.3% 0.128 3.1% 3% False True 13,702
120 5.762 4.122 1.640 39.3% 0.129 3.1% 3% False True 11,982
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 4.500
2.618 4.382
1.618 4.310
1.000 4.266
0.618 4.238
HIGH 4.194
0.618 4.166
0.500 4.158
0.382 4.150
LOW 4.122
0.618 4.078
1.000 4.050
1.618 4.006
2.618 3.934
4.250 3.816
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 4.171 4.179
PP 4.165 4.179
S1 4.158 4.178

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

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