NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 5.340 5.066 -0.274 -5.1% 5.739
High 5.352 5.129 -0.223 -4.2% 5.989
Low 5.052 4.941 -0.111 -2.2% 5.473
Close 5.066 5.062 -0.004 -0.1% 5.484
Range 0.300 0.188 -0.112 -37.3% 0.516
ATR 0.256 0.251 -0.005 -1.9% 0.000
Volume 70,368 111,265 40,897 58.1% 413,334
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.608 5.523 5.165
R3 5.420 5.335 5.114
R2 5.232 5.232 5.096
R1 5.147 5.147 5.079 5.096
PP 5.044 5.044 5.044 5.018
S1 4.959 4.959 5.045 4.908
S2 4.856 4.856 5.028
S3 4.668 4.771 5.010
S4 4.480 4.583 4.959
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.197 6.856 5.768
R3 6.681 6.340 5.626
R2 6.165 6.165 5.579
R1 5.824 5.824 5.531 5.737
PP 5.649 5.649 5.649 5.605
S1 5.308 5.308 5.437 5.221
S2 5.133 5.133 5.389
S3 4.617 4.792 5.342
S4 4.101 4.276 5.200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.742 4.941 0.801 15.8% 0.242 4.8% 15% False True 79,757
10 5.989 4.941 1.048 20.7% 0.255 5.0% 12% False True 80,764
20 5.989 4.941 1.048 20.7% 0.257 5.1% 12% False True 67,452
40 5.989 4.340 1.649 32.6% 0.262 5.2% 44% False False 45,537
60 5.989 4.340 1.649 32.6% 0.221 4.4% 44% False False 33,522
80 5.989 4.340 1.649 32.6% 0.213 4.2% 44% False False 26,432
100 6.170 4.340 1.830 36.2% 0.205 4.0% 39% False False 21,919
120 6.170 4.340 1.830 36.2% 0.205 4.1% 39% False False 18,858
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.928
2.618 5.621
1.618 5.433
1.000 5.317
0.618 5.245
HIGH 5.129
0.618 5.057
0.500 5.035
0.382 5.013
LOW 4.941
0.618 4.825
1.000 4.753
1.618 4.637
2.618 4.449
4.250 4.142
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 5.053 5.154
PP 5.044 5.123
S1 5.035 5.093

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

View Archives - Comment on this page... - Back to Index of Symbols