NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 4.820 4.682 -0.138 -2.9% 4.810
High 4.891 4.792 -0.099 -2.0% 5.290
Low 4.659 4.511 -0.148 -3.2% 4.673
Close 4.762 4.530 -0.232 -4.9% 5.192
Range 0.232 0.281 0.049 21.1% 0.617
ATR 0.258 0.259 0.002 0.6% 0.000
Volume 122,148 128,887 6,739 5.5% 360,580
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.454 5.273 4.685
R3 5.173 4.992 4.607
R2 4.892 4.892 4.582
R1 4.711 4.711 4.556 4.661
PP 4.611 4.611 4.611 4.586
S1 4.430 4.430 4.504 4.380
S2 4.330 4.330 4.478
S3 4.049 4.149 4.453
S4 3.768 3.868 4.375
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 4.511 0.779 17.2% 0.355 7.8% 2% False True 112,826
10 5.290 4.511 0.779 17.2% 0.290 6.4% 2% False True 91,488
20 5.300 4.511 0.789 17.4% 0.246 5.4% 2% False True 74,729
40 6.266 4.511 1.755 38.7% 0.242 5.3% 1% False True 51,862
60 6.266 4.511 1.755 38.7% 0.246 5.4% 1% False True 40,612
80 6.266 4.511 1.755 38.7% 0.219 4.8% 1% False True 33,055
100 6.266 4.511 1.755 38.7% 0.213 4.7% 1% False True 27,970
120 6.462 4.511 1.951 43.1% 0.200 4.4% 1% False True 24,191
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 0.061
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.986
2.618 5.528
1.618 5.247
1.000 5.073
0.618 4.966
HIGH 4.792
0.618 4.685
0.500 4.652
0.382 4.618
LOW 4.511
0.618 4.337
1.000 4.230
1.618 4.056
2.618 3.775
4.250 3.317
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 4.652 4.852
PP 4.611 4.744
S1 4.571 4.637

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

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