NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 4.692 4.726 0.034 0.7% 4.840
High 4.740 4.779 0.039 0.8% 5.084
Low 4.560 4.569 0.009 0.2% 4.560
Close 4.715 4.758 0.043 0.9% 4.758
Range 0.180 0.210 0.030 16.7% 0.524
ATR 0.223 0.222 -0.001 -0.4% 0.000
Volume 76,887 65,610 -11,277 -14.7% 362,877
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.332 5.255 4.874
R3 5.122 5.045 4.816
R2 4.912 4.912 4.797
R1 4.835 4.835 4.777 4.874
PP 4.702 4.702 4.702 4.721
S1 4.625 4.625 4.739 4.664
S2 4.492 4.492 4.720
S3 4.282 4.415 4.700
S4 4.072 4.205 4.643
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.373 6.089 5.046
R3 5.849 5.565 4.902
R2 5.325 5.325 4.854
R1 5.041 5.041 4.806 4.921
PP 4.801 4.801 4.801 4.741
S1 4.517 4.517 4.710 4.397
S2 4.277 4.277 4.662
S3 3.753 3.993 4.614
S4 3.229 3.469 4.470
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 11.0% 0.231 4.9% 38% False False 72,575
10 5.084 4.560 0.524 11.0% 0.204 4.3% 38% False False 69,316
20 5.786 4.560 1.226 25.8% 0.220 4.6% 16% False False 49,142
40 6.266 4.560 1.706 35.9% 0.231 4.9% 12% False False 37,870
60 6.266 4.560 1.706 35.9% 0.229 4.8% 12% False False 30,602
80 6.266 4.560 1.706 35.9% 0.210 4.4% 12% False False 25,114
100 6.266 4.560 1.706 35.9% 0.198 4.2% 12% False False 21,433
120 6.462 4.560 1.902 40.0% 0.192 4.0% 10% False False 18,730
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 0.050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.672
2.618 5.329
1.618 5.119
1.000 4.989
0.618 4.909
HIGH 4.779
0.618 4.699
0.500 4.674
0.382 4.649
LOW 4.569
0.618 4.439
1.000 4.359
1.618 4.229
2.618 4.019
4.250 3.677
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 4.730 4.756
PP 4.702 4.755
S1 4.674 4.753

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

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