NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 4.920 4.692 -0.228 -4.6% 4.967
High 4.946 4.740 -0.206 -4.2% 5.049
Low 4.629 4.560 -0.069 -1.5% 4.674
Close 4.659 4.715 0.056 1.2% 4.798
Range 0.317 0.180 -0.137 -43.2% 0.375
ATR 0.226 0.223 -0.003 -1.5% 0.000
Volume 75,886 76,887 1,001 1.3% 330,287
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.212 5.143 4.814
R3 5.032 4.963 4.765
R2 4.852 4.852 4.748
R1 4.783 4.783 4.732 4.818
PP 4.672 4.672 4.672 4.689
S1 4.603 4.603 4.699 4.638
S2 4.492 4.492 4.682
S3 4.312 4.423 4.666
S4 4.132 4.243 4.616
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 5.084 4.560 0.524 11.1% 0.224 4.7% 30% False True 75,618
10 5.168 4.560 0.608 12.9% 0.208 4.4% 25% False True 66,325
20 6.050 4.560 1.490 31.6% 0.223 4.7% 10% False True 47,058
40 6.266 4.560 1.706 36.2% 0.231 4.9% 9% False True 36,623
60 6.266 4.560 1.706 36.2% 0.228 4.8% 9% False True 29,627
80 6.266 4.560 1.706 36.2% 0.210 4.5% 9% False True 24,377
100 6.266 4.560 1.706 36.2% 0.197 4.2% 9% False True 20,836
120 6.462 4.560 1.902 40.3% 0.193 4.1% 8% False True 18,226
Crabel Price Patterns
NR True
NR4 True
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 0.045
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.505
2.618 5.211
1.618 5.031
1.000 4.920
0.618 4.851
HIGH 4.740
0.618 4.671
0.500 4.650
0.382 4.629
LOW 4.560
0.618 4.449
1.000 4.380
1.618 4.269
2.618 4.089
4.250 3.795
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 4.693 4.822
PP 4.672 4.786
S1 4.650 4.751

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

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