NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 4.548 4.459 -0.089 -2.0% 5.184
High 4.605 4.676 0.071 1.5% 5.192
Low 4.432 4.445 0.013 0.3% 4.432
Close 4.459 4.586 0.127 2.8% 4.586
Range 0.173 0.231 0.058 33.5% 0.760
ATR 0.253 0.252 -0.002 -0.6% 0.000
Volume 116,028 93,796 -22,232 -19.2% 545,743
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.262 5.155 4.713
R3 5.031 4.924 4.650
R2 4.800 4.800 4.628
R1 4.693 4.693 4.607 4.747
PP 4.569 4.569 4.569 4.596
S1 4.462 4.462 4.565 4.516
S2 4.338 4.338 4.544
S3 4.107 4.231 4.522
S4 3.876 4.000 4.459
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.017 6.561 5.004
R3 6.257 5.801 4.795
R2 5.497 5.497 4.725
R1 5.041 5.041 4.656 4.889
PP 4.737 4.737 4.737 4.661
S1 4.281 4.281 4.516 4.129
S2 3.977 3.977 4.447
S3 3.217 3.521 4.377
S4 2.457 2.761 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.192 4.432 0.760 16.6% 0.257 5.6% 20% False False 109,148
10 5.290 4.432 0.858 18.7% 0.280 6.1% 18% False False 97,193
20 5.290 4.432 0.858 18.7% 0.244 5.3% 18% False False 81,759
40 6.266 4.432 1.834 40.0% 0.243 5.3% 8% False False 55,750
60 6.266 4.432 1.834 40.0% 0.244 5.3% 8% False False 43,628
80 6.266 4.432 1.834 40.0% 0.220 4.8% 8% False False 35,501
100 6.266 4.432 1.834 40.0% 0.214 4.7% 8% False False 29,935
120 6.379 4.432 1.947 42.5% 0.200 4.4% 8% False False 25,816
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 5.658
2.618 5.281
1.618 5.050
1.000 4.907
0.618 4.819
HIGH 4.676
0.618 4.588
0.500 4.561
0.382 4.533
LOW 4.445
0.618 4.302
1.000 4.214
1.618 4.071
2.618 3.840
4.250 3.463
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 4.578 4.612
PP 4.569 4.603
S1 4.561 4.595

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

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