NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 4.830 4.925 0.095 2.0% 5.449
High 4.940 4.984 0.044 0.9% 5.458
Low 4.761 4.710 -0.051 -1.1% 4.941
Close 4.922 4.725 -0.197 -4.0% 5.045
Range 0.179 0.274 0.095 53.1% 0.517
ATR 0.253 0.255 0.001 0.6% 0.000
Volume 98,108 95,649 -2,459 -2.5% 415,038
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.628 5.451 4.876
R3 5.354 5.177 4.800
R2 5.080 5.080 4.775
R1 4.903 4.903 4.750 4.855
PP 4.806 4.806 4.806 4.782
S1 4.629 4.629 4.700 4.581
S2 4.532 4.532 4.675
S3 4.258 4.355 4.650
S4 3.984 4.081 4.574
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.699 6.389 5.329
R3 6.182 5.872 5.187
R2 5.665 5.665 5.140
R1 5.355 5.355 5.092 5.252
PP 5.148 5.148 5.148 5.096
S1 4.838 4.838 4.998 4.735
S2 4.631 4.631 4.950
S3 4.114 4.321 4.903
S4 3.597 3.804 4.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.271 4.710 0.561 11.9% 0.252 5.3% 3% False True 103,283
10 5.849 4.710 1.139 24.1% 0.255 5.4% 1% False True 87,187
20 5.989 4.710 1.279 27.1% 0.255 5.4% 1% False True 79,200
40 5.989 4.541 1.448 30.6% 0.266 5.6% 13% False False 53,409
60 5.989 4.340 1.649 34.9% 0.227 4.8% 23% False False 39,802
80 5.989 4.340 1.649 34.9% 0.221 4.7% 23% False False 31,278
100 6.085 4.340 1.745 36.9% 0.206 4.4% 22% False False 25,815
120 6.170 4.340 1.830 38.7% 0.208 4.4% 21% False False 22,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.067
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.149
2.618 5.701
1.618 5.427
1.000 5.258
0.618 5.153
HIGH 4.984
0.618 4.879
0.500 4.847
0.382 4.815
LOW 4.710
0.618 4.541
1.000 4.436
1.618 4.267
2.618 3.993
4.250 3.546
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 4.847 4.913
PP 4.806 4.850
S1 4.766 4.788

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

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