NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 4.810 4.813 0.003 0.1% 4.840
High 4.932 4.880 -0.052 -1.1% 5.084
Low 4.727 4.673 -0.054 -1.1% 4.560
Close 4.791 4.766 -0.025 -0.5% 4.758
Range 0.205 0.207 0.002 1.0% 0.524
ATR 0.221 0.220 -0.001 -0.5% 0.000
Volume 57,538 74,831 17,293 30.1% 362,877
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.394 5.287 4.880
R3 5.187 5.080 4.823
R2 4.980 4.980 4.804
R1 4.873 4.873 4.785 4.823
PP 4.773 4.773 4.773 4.748
S1 4.666 4.666 4.747 4.616
S2 4.566 4.566 4.728
S3 4.359 4.459 4.709
S4 4.152 4.252 4.652
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 4.946 4.560 0.386 8.1% 0.224 4.7% 53% False False 70,150
10 5.084 4.560 0.524 11.0% 0.204 4.3% 39% False False 73,053
20 5.696 4.560 1.136 23.8% 0.219 4.6% 18% False False 53,625
40 6.266 4.560 1.706 35.8% 0.230 4.8% 12% False False 40,520
60 6.266 4.560 1.706 35.8% 0.231 4.8% 12% False False 32,448
80 6.266 4.560 1.706 35.8% 0.207 4.3% 12% False False 26,551
100 6.266 4.560 1.706 35.8% 0.200 4.2% 12% False False 22,624
120 6.462 4.560 1.902 39.9% 0.193 4.0% 11% False False 19,712
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 0.053
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.760
2.618 5.422
1.618 5.215
1.000 5.087
0.618 5.008
HIGH 4.880
0.618 4.801
0.500 4.777
0.382 4.752
LOW 4.673
0.618 4.545
1.000 4.466
1.618 4.338
2.618 4.131
4.250 3.793
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 4.777 4.761
PP 4.773 4.756
S1 4.770 4.751

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

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