NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 4.783 4.790 0.007 0.1% 5.064
High 5.028 4.829 -0.199 -4.0% 5.406
Low 4.765 4.656 -0.109 -2.3% 4.924
Close 4.783 4.693 -0.090 -1.9% 5.356
Range 0.263 0.173 -0.090 -34.2% 0.482
ATR 0.209 0.206 -0.003 -1.2% 0.000
Volume 5,562 6,152 590 10.6% 14,163
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.245 5.142 4.788
R3 5.072 4.969 4.741
R2 4.899 4.899 4.725
R1 4.796 4.796 4.709 4.761
PP 4.726 4.726 4.726 4.709
S1 4.623 4.623 4.677 4.588
S2 4.553 4.553 4.661
S3 4.380 4.450 4.645
S4 4.207 4.277 4.598
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.675 6.497 5.621
R3 6.193 6.015 5.489
R2 5.711 5.711 5.444
R1 5.533 5.533 5.400 5.622
PP 5.229 5.229 5.229 5.273
S1 5.051 5.051 5.312 5.140
S2 4.747 4.747 5.268
S3 4.265 4.569 5.223
S4 3.783 4.087 5.091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.406 4.656 0.750 16.0% 0.256 5.5% 5% False True 4,720
10 5.406 4.656 0.750 16.0% 0.229 4.9% 5% False True 4,054
20 5.406 4.656 0.750 16.0% 0.187 4.0% 5% False True 3,849
40 6.200 4.656 1.544 32.9% 0.177 3.8% 2% False True 3,390
60 6.200 4.656 1.544 32.9% 0.179 3.8% 2% False True 2,906
80 6.200 4.656 1.544 32.9% 0.155 3.3% 2% False True 2,375
100 6.200 4.656 1.544 32.9% 0.150 3.2% 2% False True 2,000
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.049
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.564
2.618 5.282
1.618 5.109
1.000 5.002
0.618 4.936
HIGH 4.829
0.618 4.763
0.500 4.743
0.382 4.722
LOW 4.656
0.618 4.549
1.000 4.483
1.618 4.376
2.618 4.203
4.250 3.921
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 4.743 4.880
PP 4.726 4.817
S1 4.710 4.755

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

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