NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 5.228 5.078 -0.150 -2.9% 5.280
High 5.311 5.421 0.110 2.1% 5.280
Low 5.015 4.971 -0.044 -0.9% 4.595
Close 5.040 5.402 0.362 7.2% 4.757
Range 0.296 0.450 0.154 52.0% 0.685
ATR 0.228 0.244 0.016 7.0% 0.000
Volume 30,324 20,221 -10,103 -33.3% 73,002
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.615 6.458 5.650
R3 6.165 6.008 5.526
R2 5.715 5.715 5.485
R1 5.558 5.558 5.443 5.637
PP 5.265 5.265 5.265 5.304
S1 5.108 5.108 5.361 5.187
S2 4.815 4.815 5.320
S3 4.365 4.658 5.278
S4 3.915 4.208 5.155
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.932 6.530 5.134
R3 6.247 5.845 4.945
R2 5.562 5.562 4.883
R1 5.160 5.160 4.820 5.019
PP 4.877 4.877 4.877 4.807
S1 4.475 4.475 4.694 4.334
S2 4.192 4.192 4.631
S3 3.507 3.790 4.569
S4 2.822 3.105 4.380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.421 4.671 0.750 13.9% 0.269 5.0% 97% True False 21,808
10 5.421 4.595 0.826 15.3% 0.268 5.0% 98% True False 17,802
20 5.421 4.595 0.826 15.3% 0.234 4.3% 98% True False 13,875
40 6.180 4.595 1.585 29.3% 0.208 3.8% 51% False False 11,242
60 6.180 4.595 1.585 29.3% 0.200 3.7% 51% False False 9,720
80 6.180 4.595 1.585 29.3% 0.191 3.5% 51% False False 8,180
100 6.180 4.595 1.585 29.3% 0.178 3.3% 51% False False 6,994
120 6.180 4.595 1.585 29.3% 0.167 3.1% 51% False False 6,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 7.334
2.618 6.599
1.618 6.149
1.000 5.871
0.618 5.699
HIGH 5.421
0.618 5.249
0.500 5.196
0.382 5.143
LOW 4.971
0.618 4.693
1.000 4.521
1.618 4.243
2.618 3.793
4.250 3.059
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 5.333 5.333
PP 5.265 5.265
S1 5.196 5.196

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

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