NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 4.790 4.682 -0.108 -2.3% 5.305
High 4.829 4.872 0.043 0.9% 5.347
Low 4.656 4.682 0.026 0.6% 4.656
Close 4.693 4.817 0.124 2.6% 4.817
Range 0.173 0.190 0.017 9.8% 0.691
ATR 0.206 0.205 -0.001 -0.6% 0.000
Volume 6,152 5,509 -643 -10.5% 24,715
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.360 5.279 4.922
R3 5.170 5.089 4.869
R2 4.980 4.980 4.852
R1 4.899 4.899 4.834 4.940
PP 4.790 4.790 4.790 4.811
S1 4.709 4.709 4.800 4.750
S2 4.600 4.600 4.782
S3 4.410 4.519 4.765
S4 4.220 4.329 4.713
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.013 6.606 5.197
R3 6.322 5.915 5.007
R2 5.631 5.631 4.944
R1 5.224 5.224 4.880 5.082
PP 4.940 4.940 4.940 4.869
S1 4.533 4.533 4.754 4.391
S2 4.249 4.249 4.690
S3 3.558 3.842 4.627
S4 2.867 3.151 4.437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.347 4.656 0.691 14.3% 0.214 4.4% 23% False False 4,943
10 5.406 4.656 0.750 15.6% 0.232 4.8% 21% False False 4,150
20 5.406 4.656 0.750 15.6% 0.189 3.9% 21% False False 3,908
40 6.200 4.656 1.544 32.1% 0.178 3.7% 10% False False 3,459
60 6.200 4.656 1.544 32.1% 0.176 3.7% 10% False False 2,979
80 6.200 4.656 1.544 32.1% 0.157 3.3% 10% False False 2,433
100 6.200 4.656 1.544 32.1% 0.150 3.1% 10% False False 2,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.680
2.618 5.369
1.618 5.179
1.000 5.062
0.618 4.989
HIGH 4.872
0.618 4.799
0.500 4.777
0.382 4.755
LOW 4.682
0.618 4.565
1.000 4.492
1.618 4.375
2.618 4.185
4.250 3.875
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 4.804 4.842
PP 4.790 4.834
S1 4.777 4.825

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

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