NYMEX Natural Gas Future February 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 4.638 4.536 -0.102 -2.2% 5.261
High 4.687 4.750 0.063 1.3% 5.261
Low 4.520 4.533 0.013 0.3% 4.520
Close 4.548 4.672 0.124 2.7% 4.672
Range 0.167 0.217 0.050 29.9% 0.741
ATR 0.240 0.238 -0.002 -0.7% 0.000
Volume 31,129 23,283 -7,846 -25.2% 129,445
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.303 5.204 4.791
R3 5.086 4.987 4.732
R2 4.869 4.869 4.712
R1 4.770 4.770 4.692 4.820
PP 4.652 4.652 4.652 4.676
S1 4.553 4.553 4.652 4.603
S2 4.435 4.435 4.632
S3 4.218 4.336 4.612
S4 4.001 4.119 4.553
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.041 6.597 5.080
R3 6.300 5.856 4.876
R2 5.559 5.559 4.808
R1 5.115 5.115 4.740 4.967
PP 4.818 4.818 4.818 4.743
S1 4.374 4.374 4.604 4.226
S2 4.077 4.077 4.536
S3 3.336 3.633 4.468
S4 2.595 2.892 4.264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.261 4.520 0.741 15.9% 0.245 5.2% 21% False False 25,889
10 5.351 4.520 0.831 17.8% 0.268 5.7% 18% False False 22,603
20 5.351 4.520 0.831 17.8% 0.231 5.0% 18% False False 19,456
40 6.300 4.520 1.780 38.1% 0.226 4.8% 9% False False 13,673
60 6.300 4.520 1.780 38.1% 0.225 4.8% 9% False False 10,521
80 6.300 4.520 1.780 38.1% 0.201 4.3% 9% False False 8,422
100 6.300 4.520 1.780 38.1% 0.193 4.1% 9% False False 7,031
120 6.400 4.520 1.880 40.2% 0.179 3.8% 8% False False 6,006
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 0.053
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.672
2.618 5.318
1.618 5.101
1.000 4.967
0.618 4.884
HIGH 4.750
0.618 4.667
0.500 4.642
0.382 4.616
LOW 4.533
0.618 4.399
1.000 4.316
1.618 4.182
2.618 3.965
4.250 3.611
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 4.662 4.697
PP 4.652 4.688
S1 4.642 4.680

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

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