NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 4.440 4.632 0.192 4.3% 4.545
High 4.656 4.734 0.078 1.7% 4.690
Low 4.382 4.511 0.129 2.9% 4.287
Close 4.614 4.530 -0.084 -1.8% 4.392
Range 0.274 0.223 -0.051 -18.6% 0.403
ATR 0.234 0.233 -0.001 -0.3% 0.000
Volume 140,113 124,217 -15,896 -11.3% 485,651
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.261 5.118 4.653
R3 5.038 4.895 4.591
R2 4.815 4.815 4.571
R1 4.672 4.672 4.550 4.632
PP 4.592 4.592 4.592 4.572
S1 4.449 4.449 4.510 4.409
S2 4.369 4.369 4.489
S3 4.146 4.226 4.469
S4 3.923 4.003 4.407
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.665 5.432 4.614
R3 5.262 5.029 4.503
R2 4.859 4.859 4.466
R1 4.626 4.626 4.429 4.541
PP 4.456 4.456 4.456 4.414
S1 4.223 4.223 4.355 4.138
S2 4.053 4.053 4.318
S3 3.650 3.820 4.281
S4 3.247 3.417 4.170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.734 4.287 0.447 9.9% 0.192 4.2% 54% True False 128,888
10 4.984 4.287 0.697 15.4% 0.216 4.8% 35% False False 103,624
20 5.989 4.287 1.702 37.6% 0.233 5.1% 14% False False 94,828
40 5.989 4.287 1.702 37.6% 0.245 5.4% 14% False False 71,603
60 5.989 4.287 1.702 37.6% 0.239 5.3% 14% False False 54,029
80 5.989 4.287 1.702 37.6% 0.223 4.9% 14% False False 42,536
100 5.989 4.287 1.702 37.6% 0.209 4.6% 14% False False 34,857
120 6.170 4.287 1.883 41.6% 0.207 4.6% 13% False False 29,717
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.682
2.618 5.318
1.618 5.095
1.000 4.957
0.618 4.872
HIGH 4.734
0.618 4.649
0.500 4.623
0.382 4.596
LOW 4.511
0.618 4.373
1.000 4.288
1.618 4.150
2.618 3.927
4.250 3.563
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 4.623 4.524
PP 4.592 4.517
S1 4.561 4.511

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

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