NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 5.046 4.820 -0.226 -4.5% 5.051
High 5.047 4.876 -0.171 -3.4% 5.132
Low 4.770 4.696 -0.074 -1.6% 4.790
Close 4.797 4.852 0.055 1.1% 4.900
Range 0.277 0.180 -0.097 -35.0% 0.342
ATR 0.204 0.202 -0.002 -0.8% 0.000
Volume 10,649 14,050 3,401 31.9% 70,887
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.348 5.280 4.951
R3 5.168 5.100 4.902
R2 4.988 4.988 4.885
R1 4.920 4.920 4.869 4.954
PP 4.808 4.808 4.808 4.825
S1 4.740 4.740 4.836 4.774
S2 4.628 4.628 4.819
S3 4.448 4.560 4.803
S4 4.268 4.380 4.753
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.967 5.775 5.088
R3 5.625 5.433 4.994
R2 5.283 5.283 4.963
R1 5.091 5.091 4.931 5.016
PP 4.941 4.941 4.941 4.903
S1 4.749 4.749 4.869 4.674
S2 4.599 4.599 4.837
S3 4.257 4.407 4.806
S4 3.915 4.065 4.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.161 4.696 0.465 9.6% 0.203 4.2% 34% False True 12,986
10 5.213 4.696 0.517 10.7% 0.187 3.8% 30% False True 13,108
20 6.028 4.696 1.332 27.5% 0.200 4.1% 12% False True 11,273
40 6.242 4.696 1.546 31.9% 0.205 4.2% 10% False True 9,405
60 6.242 4.696 1.546 31.9% 0.203 4.2% 10% False True 8,114
80 6.242 4.696 1.546 31.9% 0.184 3.8% 10% False True 6,865
100 6.242 4.696 1.546 31.9% 0.175 3.6% 10% False True 6,033
120 6.410 4.696 1.714 35.3% 0.172 3.5% 9% False True 5,350
Crabel Price Patterns
NR True
NR4 False
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.641
2.618 5.347
1.618 5.167
1.000 5.056
0.618 4.987
HIGH 4.876
0.618 4.807
0.500 4.786
0.382 4.765
LOW 4.696
0.618 4.585
1.000 4.516
1.618 4.405
2.618 4.225
4.250 3.931
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 4.830 4.929
PP 4.808 4.903
S1 4.786 4.878

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

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