NYMEX Natural Gas Future December 2009


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 4.632 4.540 -0.092 -2.0% 4.545
High 4.734 4.578 -0.156 -3.3% 4.690
Low 4.511 4.229 -0.282 -6.3% 4.287
Close 4.530 4.254 -0.276 -6.1% 4.392
Range 0.223 0.349 0.126 56.5% 0.403
ATR 0.233 0.241 0.008 3.6% 0.000
Volume 124,217 144,785 20,568 16.6% 485,651
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.401 5.176 4.446
R3 5.052 4.827 4.350
R2 4.703 4.703 4.318
R1 4.478 4.478 4.286 4.416
PP 4.354 4.354 4.354 4.323
S1 4.129 4.129 4.222 4.067
S2 4.005 4.005 4.190
S3 3.656 3.780 4.158
S4 3.307 3.431 4.062
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 4.229 0.505 11.9% 0.236 5.5% 5% False True 130,988
10 4.882 4.229 0.653 15.4% 0.224 5.3% 4% False True 108,538
20 5.849 4.229 1.620 38.1% 0.239 5.6% 2% False True 97,863
40 5.989 4.229 1.760 41.4% 0.248 5.8% 1% False True 74,720
60 5.989 4.229 1.760 41.4% 0.243 5.7% 1% False True 56,332
80 5.989 4.229 1.760 41.4% 0.224 5.3% 1% False True 44,310
100 5.989 4.229 1.760 41.4% 0.211 5.0% 1% False True 36,281
120 6.170 4.229 1.941 45.6% 0.209 4.9% 1% False True 30,885
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 True
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6.061
2.618 5.492
1.618 5.143
1.000 4.927
0.618 4.794
HIGH 4.578
0.618 4.445
0.500 4.404
0.382 4.362
LOW 4.229
0.618 4.013
1.000 3.880
1.618 3.664
2.618 3.315
4.250 2.746
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 4.404 4.482
PP 4.354 4.406
S1 4.304 4.330

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

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