NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 4.836 4.690 -0.146 -3.0% 4.920
High 4.921 4.723 -0.198 -4.0% 5.370
Low 4.647 4.550 -0.097 -2.1% 4.819
Close 4.666 4.586 -0.080 -1.7% 5.290
Range 0.274 0.173 -0.101 -36.9% 0.551
ATR 0.237 0.232 -0.005 -1.9% 0.000
Volume 19,574 21,141 1,567 8.0% 60,209
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.139 5.035 4.681
R3 4.966 4.862 4.634
R2 4.793 4.793 4.618
R1 4.689 4.689 4.602 4.655
PP 4.620 4.620 4.620 4.602
S1 4.516 4.516 4.570 4.482
S2 4.447 4.447 4.554
S3 4.274 4.343 4.538
S4 4.101 4.170 4.491
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 4.550 0.820 17.9% 0.285 6.2% 4% False True 18,810
10 5.370 4.550 0.820 17.9% 0.254 5.5% 4% False True 15,953
20 5.370 4.550 0.820 17.9% 0.220 4.8% 4% False True 14,529
40 6.242 4.550 1.692 36.9% 0.217 4.7% 2% False True 11,471
60 6.242 4.550 1.692 36.9% 0.220 4.8% 2% False True 9,891
80 6.242 4.550 1.692 36.9% 0.195 4.2% 2% False True 8,337
100 6.242 4.550 1.692 36.9% 0.189 4.1% 2% False True 7,283
120 6.329 4.550 1.779 38.8% 0.177 3.9% 2% False True 6,387
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.051
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.458
2.618 5.176
1.618 5.003
1.000 4.896
0.618 4.830
HIGH 4.723
0.618 4.657
0.500 4.637
0.382 4.616
LOW 4.550
0.618 4.443
1.000 4.377
1.618 4.270
2.618 4.097
4.250 3.815
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 4.637 4.784
PP 4.620 4.718
S1 4.603 4.652

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

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