NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 5.212 5.340 0.128 2.5% 5.739
High 5.366 5.352 -0.014 -0.3% 5.989
Low 5.173 5.052 -0.121 -2.3% 5.473
Close 5.282 5.066 -0.216 -4.1% 5.484
Range 0.193 0.300 0.107 55.4% 0.516
ATR 0.253 0.256 0.003 1.3% 0.000
Volume 74,315 70,368 -3,947 -5.3% 413,334
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.057 5.861 5.231
R3 5.757 5.561 5.149
R2 5.457 5.457 5.121
R1 5.261 5.261 5.094 5.209
PP 5.157 5.157 5.157 5.131
S1 4.961 4.961 5.039 4.909
S2 4.857 4.857 5.011
S3 4.557 4.661 4.984
S4 4.257 4.361 4.901
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 5.849 5.052 0.797 15.7% 0.258 5.1% 2% False True 71,091
10 5.989 5.052 0.937 18.5% 0.260 5.1% 1% False True 80,320
20 5.989 5.052 0.937 18.5% 0.265 5.2% 1% False True 63,344
40 5.989 4.340 1.649 32.6% 0.260 5.1% 44% False False 43,148
60 5.989 4.340 1.649 32.6% 0.221 4.4% 44% False False 31,804
80 5.989 4.340 1.649 32.6% 0.212 4.2% 44% False False 25,087
100 6.170 4.340 1.830 36.1% 0.205 4.0% 40% False False 20,831
120 6.170 4.340 1.830 36.1% 0.206 4.1% 40% False False 17,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.627
2.618 6.137
1.618 5.837
1.000 5.652
0.618 5.537
HIGH 5.352
0.618 5.237
0.500 5.202
0.382 5.167
LOW 5.052
0.618 4.867
1.000 4.752
1.618 4.567
2.618 4.267
4.250 3.777
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 5.202 5.255
PP 5.157 5.192
S1 5.111 5.129

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

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