NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 4.777 5.160 0.383 8.0% 4.810
High 5.178 5.290 0.112 2.2% 5.290
Low 4.765 4.809 0.044 0.9% 4.673
Close 5.163 5.192 0.029 0.6% 5.192
Range 0.413 0.481 0.068 16.5% 0.617
ATR 0.234 0.251 0.018 7.6% 0.000
Volume 98,297 129,914 31,617 32.2% 360,580
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.540 6.347 5.457
R3 6.059 5.866 5.324
R2 5.578 5.578 5.280
R1 5.385 5.385 5.236 5.482
PP 5.097 5.097 5.097 5.145
S1 4.904 4.904 5.148 5.001
S2 4.616 4.616 5.104
S3 4.135 4.423 5.060
S4 3.654 3.942 4.927
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.903 6.664 5.531
R3 6.286 6.047 5.362
R2 5.669 5.669 5.305
R1 5.430 5.430 5.249 5.550
PP 5.052 5.052 5.052 5.111
S1 4.813 4.813 5.135 4.933
S2 4.435 4.435 5.079
S3 3.818 4.196 5.022
S4 3.201 3.579 4.853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.290 4.569 0.721 13.9% 0.303 5.8% 86% True False 85,238
10 5.290 4.560 0.730 14.1% 0.264 5.1% 87% True False 80,428
20 5.619 4.560 1.059 20.4% 0.241 4.6% 60% False False 62,405
40 6.266 4.560 1.706 32.9% 0.240 4.6% 37% False False 45,259
60 6.266 4.560 1.706 32.9% 0.241 4.7% 37% False False 35,893
80 6.266 4.560 1.706 32.9% 0.214 4.1% 37% False False 29,124
100 6.266 4.560 1.706 32.9% 0.206 4.0% 37% False False 24,799
120 6.462 4.560 1.902 36.6% 0.198 3.8% 33% False False 21,548
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 False
Bear Hook False
Bull Hook False
Stretch 0.064
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 7.334
2.618 6.549
1.618 6.068
1.000 5.771
0.618 5.587
HIGH 5.290
0.618 5.106
0.500 5.050
0.382 4.993
LOW 4.809
0.618 4.512
1.000 4.328
1.618 4.031
2.618 3.550
4.250 2.765
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 5.145 5.122
PP 5.097 5.052
S1 5.050 4.982

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

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