NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 4.889 4.770 -0.119 -2.4% 4.967
High 4.911 4.847 -0.064 -1.3% 5.049
Low 4.739 4.674 -0.065 -1.4% 4.674
Close 4.761 4.798 0.037 0.8% 4.798
Range 0.172 0.173 0.001 0.6% 0.375
ATR 0.222 0.219 -0.004 -1.6% 0.000
Volume 69,676 80,826 11,150 16.0% 330,287
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.292 5.218 4.893
R3 5.119 5.045 4.846
R2 4.946 4.946 4.830
R1 4.872 4.872 4.814 4.909
PP 4.773 4.773 4.773 4.792
S1 4.699 4.699 4.782 4.736
S2 4.600 4.600 4.766
S3 4.427 4.526 4.750
S4 4.254 4.353 4.703
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.965 5.757 5.004
R3 5.590 5.382 4.901
R2 5.215 5.215 4.867
R1 5.007 5.007 4.832 4.924
PP 4.840 4.840 4.840 4.799
S1 4.632 4.632 4.764 4.549
S2 4.465 4.465 4.729
S3 4.090 4.257 4.695
S4 3.715 3.882 4.592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.049 4.674 0.375 7.8% 0.177 3.7% 33% False True 66,057
10 5.448 4.674 0.774 16.1% 0.204 4.2% 16% False True 49,904
20 6.266 4.674 1.592 33.2% 0.218 4.5% 8% False True 36,917
40 6.266 4.674 1.592 33.2% 0.227 4.7% 8% False True 30,666
60 6.266 4.674 1.592 33.2% 0.220 4.6% 8% False True 25,256
80 6.266 4.674 1.592 33.2% 0.205 4.3% 8% False True 20,947
100 6.266 4.674 1.592 33.2% 0.193 4.0% 8% False True 17,994
120 6.462 4.674 1.788 37.3% 0.193 4.0% 7% False True 15,948
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 0.051
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.582
2.618 5.300
1.618 5.127
1.000 5.020
0.618 4.954
HIGH 4.847
0.618 4.781
0.500 4.761
0.382 4.740
LOW 4.674
0.618 4.567
1.000 4.501
1.618 4.394
2.618 4.221
4.250 3.939
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 4.786 4.818
PP 4.773 4.811
S1 4.761 4.805

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

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