NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	5.184	4.820	-0.364	-7.0%	4.810
High	5.192	4.891	-0.301	-5.8%	5.290
Low	4.823	4.659	-0.164	-3.4%	4.673
Close	4.848	4.762	-0.086	-1.8%	5.192
Range	0.369	0.232	-0.137	-37.1%	0.617
ATR	0.260	0.258	-0.002	-0.8%	0.000
Volume	84,884	122,148	37,264	43.9%	360,580

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.467	5.346	4.890
R3	5.235	5.114	4.826
R2	5.003	5.003	4.805
R1	4.882	4.882	4.783	4.827
PP	4.771	4.771	4.771	4.743
S1	4.650	4.650	4.741	4.595
S2	4.539	4.539	4.719
S3	4.307	4.418	4.698
S4	4.075	4.186	4.634

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	4.659	0.631	13.3%	0.340	7.1%	16%	False	True	102,014
10	5.290	4.560	0.730	15.3%	0.282	5.9%	28%	False	False	84,720
20	5.300	4.560	0.740	15.5%	0.240	5.0%	27%	False	False	69,976
40	6.266	4.560	1.706	35.8%	0.241	5.1%	12%	False	False	49,319
60	6.266	4.560	1.706	35.8%	0.245	5.1%	12%	False	False	38,780
80	6.266	4.560	1.706	35.8%	0.216	4.5%	12%	False	False	31,512
100	6.266	4.560	1.706	35.8%	0.211	4.4%	12%	False	False	26,728
120	6.462	4.560	1.902	39.9%	0.200	4.2%	11%	False	False	23,160

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	0.058
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.877
2.618	5.498
1.618	5.266
1.000	5.123
0.618	5.034
HIGH	4.891
0.618	4.802
0.500	4.775
0.382	4.748
LOW	4.659
0.618	4.516
1.000	4.427
1.618	4.284
2.618	4.052
4.250	3.673

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	4.775	4.975
PP	4.771	4.904
S1	4.766	4.833

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols