NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 4.965 4.836 -0.129 -2.6% 4.920
High 5.018 4.921 -0.097 -1.9% 5.370
Low 4.810 4.647 -0.163 -3.4% 4.819
Close 4.890 4.666 -0.224 -4.6% 5.290
Range 0.208 0.274 0.066 31.7% 0.551
ATR 0.234 0.237 0.003 1.2% 0.000
Volume 19,028 19,574 546 2.9% 60,209
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.567 5.390 4.817
R3 5.293 5.116 4.741
R2 5.019 5.019 4.716
R1 4.842 4.842 4.691 4.794
PP 4.745 4.745 4.745 4.720
S1 4.568 4.568 4.641 4.520
S2 4.471 4.471 4.616
S3 4.197 4.294 4.591
S4 3.923 4.020 4.515
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.813 6.602 5.593
R3 6.262 6.051 5.442
R2 5.711 5.711 5.391
R1 5.500 5.500 5.341 5.606
PP 5.160 5.160 5.160 5.212
S1 4.949 4.949 5.239 5.055
S2 4.609 4.609 5.189
S3 4.058 4.398 5.138
S4 3.507 3.847 4.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.370 4.647 0.723 15.5% 0.325 7.0% 3% False True 17,485
10 5.370 4.647 0.723 15.5% 0.264 5.7% 3% False True 14,904
20 5.370 4.647 0.723 15.5% 0.222 4.8% 3% False True 13,986
40 6.242 4.647 1.595 34.2% 0.216 4.6% 1% False True 11,191
60 6.242 4.647 1.595 34.2% 0.220 4.7% 1% False True 9,607
80 6.242 4.647 1.595 34.2% 0.194 4.2% 1% False True 8,094
100 6.242 4.647 1.595 34.2% 0.188 4.0% 1% False True 7,086
120 6.410 4.647 1.763 37.8% 0.178 3.8% 1% False True 6,227
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 0.048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.086
2.618 5.638
1.618 5.364
1.000 5.195
0.618 5.090
HIGH 4.921
0.618 4.816
0.500 4.784
0.382 4.752
LOW 4.647
0.618 4.478
1.000 4.373
1.618 4.204
2.618 3.930
4.250 3.483
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 4.784 4.964
PP 4.745 4.865
S1 4.705 4.765

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

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