NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 5.250 4.965 -0.285 -5.4% 4.920
High 5.281 5.018 -0.263 -5.0% 5.370
Low 4.968 4.810 -0.158 -3.2% 4.819
Close 4.989 4.890 -0.099 -2.0% 5.290
Range 0.313 0.208 -0.105 -33.5% 0.551
ATR 0.236 0.234 -0.002 -0.8% 0.000
Volume 11,433 19,028 7,595 66.4% 60,209
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.530 5.418 5.004
R3 5.322 5.210 4.947
R2 5.114 5.114 4.928
R1 5.002 5.002 4.909 4.954
PP 4.906 4.906 4.906 4.882
S1 4.794 4.794 4.871 4.746
S2 4.698 4.698 4.852
S3 4.490 4.586 4.833
S4 4.282 4.378 4.776
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.813 6.602 5.593
R3 6.262 6.051 5.442
R2 5.711 5.711 5.391
R1 5.500 5.500 5.341 5.606
PP 5.160 5.160 5.160 5.212
S1 4.949 4.949 5.239 5.055
S2 4.609 4.609 5.189
S3 4.058 4.398 5.138
S4 3.507 3.847 4.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.370 4.810 0.560 11.5% 0.308 6.3% 14% False True 15,781
10 5.370 4.696 0.674 13.8% 0.255 5.2% 29% False False 14,200
20 5.370 4.696 0.674 13.8% 0.216 4.4% 29% False False 13,526
40 6.242 4.696 1.546 31.6% 0.215 4.4% 13% False False 10,951
60 6.242 4.696 1.546 31.6% 0.219 4.5% 13% False False 9,353
80 6.242 4.696 1.546 31.6% 0.192 3.9% 13% False False 7,864
100 6.242 4.696 1.546 31.6% 0.186 3.8% 13% False False 6,905
120 6.410 4.696 1.714 35.1% 0.177 3.6% 11% False False 6,079
Crabel Price Patterns
NR True
NR4 True
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 0.045
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.902
2.618 5.563
1.618 5.355
1.000 5.226
0.618 5.147
HIGH 5.018
0.618 4.939
0.500 4.914
0.382 4.889
LOW 4.810
0.618 4.681
1.000 4.602
1.618 4.473
2.618 4.265
4.250 3.926
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 4.914 5.090
PP 4.906 5.023
S1 4.898 4.957

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

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