NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 4.920 4.948 0.028 0.6% 4.944
High 5.040 5.005 -0.035 -0.7% 5.161
Low 4.872 4.819 -0.053 -1.1% 4.696
Close 4.934 4.897 -0.037 -0.7% 4.888
Range 0.168 0.186 0.018 10.7% 0.465
ATR 0.200 0.199 -0.001 -0.5% 0.000
Volume 11,761 11,055 -706 -6.0% 63,773
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.465 5.367 4.999
R3 5.279 5.181 4.948
R2 5.093 5.093 4.931
R1 4.995 4.995 4.914 4.951
PP 4.907 4.907 4.907 4.885
S1 4.809 4.809 4.880 4.765
S2 4.721 4.721 4.863
S3 4.535 4.623 4.846
S4 4.349 4.437 4.795
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 5.047 4.696 0.351 7.2% 0.204 4.2% 57% False False 12,323
10 5.161 4.696 0.465 9.5% 0.184 3.8% 43% False False 12,526
20 5.665 4.696 0.969 19.8% 0.196 4.0% 21% False False 11,847
40 6.242 4.696 1.546 31.6% 0.204 4.2% 13% False False 9,984
60 6.242 4.696 1.546 31.6% 0.206 4.2% 13% False False 8,546
80 6.242 4.696 1.546 31.6% 0.183 3.7% 13% False False 7,227
100 6.242 4.696 1.546 31.6% 0.176 3.6% 13% False False 6,335
120 6.410 4.696 1.714 35.0% 0.171 3.5% 12% False False 5,574
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.796
2.618 5.492
1.618 5.306
1.000 5.191
0.618 5.120
HIGH 5.005
0.618 4.934
0.500 4.912
0.382 4.890
LOW 4.819
0.618 4.704
1.000 4.633
1.618 4.518
2.618 4.332
4.250 4.029
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 4.912 4.888
PP 4.907 4.878
S1 4.902 4.869

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

View Archives - Comment on this page... - Back to Index of Symbols