NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 4.863 4.920 0.057 1.2% 4.944
High 4.904 5.040 0.136 2.8% 5.161
Low 4.697 4.872 0.175 3.7% 4.696
Close 4.888 4.934 0.046 0.9% 4.888
Range 0.207 0.168 -0.039 -18.8% 0.465
ATR 0.202 0.200 -0.002 -1.2% 0.000
Volume 14,103 11,761 -2,342 -16.6% 63,773
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.453 5.361 5.026
R3 5.285 5.193 4.980
R2 5.117 5.117 4.965
R1 5.025 5.025 4.949 5.071
PP 4.949 4.949 4.949 4.972
S1 4.857 4.857 4.919 4.903
S2 4.781 4.781 4.903
S3 4.613 4.689 4.888
S4 4.445 4.521 4.842
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.310 6.064 5.144
R3 5.845 5.599 5.016
R2 5.380 5.380 4.973
R1 5.134 5.134 4.931 5.025
PP 4.915 4.915 4.915 4.860
S1 4.669 4.669 4.845 4.560
S2 4.450 4.450 4.803
S3 3.985 4.204 4.760
S4 3.520 3.739 4.632
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 9.4% 0.201 4.1% 51% False False 12,619
10 5.161 4.696 0.465 9.4% 0.182 3.7% 51% False False 13,097
20 5.706 4.696 1.010 20.5% 0.195 4.0% 24% False False 11,726
40 6.242 4.696 1.546 31.3% 0.207 4.2% 15% False False 9,812
60 6.242 4.696 1.546 31.3% 0.204 4.1% 15% False False 8,431
80 6.242 4.696 1.546 31.3% 0.184 3.7% 15% False False 7,123
100 6.242 4.696 1.546 31.3% 0.176 3.6% 15% False False 6,244
120 6.410 4.696 1.714 34.7% 0.170 3.5% 14% False False 5,501
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 5.754
2.618 5.480
1.618 5.312
1.000 5.208
0.618 5.144
HIGH 5.040
0.618 4.976
0.500 4.956
0.382 4.936
LOW 4.872
0.618 4.768
1.000 4.704
1.618 4.600
2.618 4.432
4.250 4.158
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 4.956 4.912
PP 4.949 4.890
S1 4.941 4.868

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

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