NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 4.792 4.638 -0.154 -3.2% 4.925
High 4.873 4.687 -0.186 -3.8% 5.351
Low 4.600 4.520 -0.080 -1.7% 4.769
Close 4.621 4.548 -0.073 -1.6% 5.261
Range 0.273 0.167 -0.106 -38.8% 0.582
ATR 0.246 0.240 -0.006 -2.3% 0.000
Volume 32,958 31,129 -1,829 -5.5% 80,464
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.086 4.984 4.640
R3 4.919 4.817 4.594
R2 4.752 4.752 4.579
R1 4.650 4.650 4.563 4.618
PP 4.585 4.585 4.585 4.569
S1 4.483 4.483 4.533 4.451
S2 4.418 4.418 4.517
S3 4.251 4.316 4.502
S4 4.084 4.149 4.456
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.873 6.649 5.581
R3 6.291 6.067 5.421
R2 5.709 5.709 5.368
R1 5.485 5.485 5.314 5.597
PP 5.127 5.127 5.127 5.183
S1 4.903 4.903 5.208 5.015
S2 4.545 4.545 5.154
S3 3.963 4.321 5.101
S4 3.381 3.739 4.941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.351 4.520 0.831 18.3% 0.296 6.5% 3% False True 26,250
10 5.351 4.520 0.831 18.3% 0.264 5.8% 3% False True 22,068
20 5.351 4.520 0.831 18.3% 0.230 5.1% 3% False True 18,922
40 6.300 4.520 1.780 39.1% 0.224 4.9% 2% False True 13,292
60 6.300 4.520 1.780 39.1% 0.228 5.0% 2% False True 10,168
80 6.300 4.520 1.780 39.1% 0.199 4.4% 2% False True 8,149
100 6.300 4.520 1.780 39.1% 0.193 4.2% 2% False True 6,807
120 6.400 4.520 1.880 41.3% 0.178 3.9% 1% False True 5,823
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 5.397
2.618 5.124
1.618 4.957
1.000 4.854
0.618 4.790
HIGH 4.687
0.618 4.623
0.500 4.604
0.382 4.584
LOW 4.520
0.618 4.417
1.000 4.353
1.618 4.250
2.618 4.083
4.250 3.810
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 4.604 4.750
PP 4.585 4.683
S1 4.567 4.615

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

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