NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 4.588 4.805 0.217 4.7% 5.250
High 4.784 5.118 0.334 7.0% 5.281
Low 4.580 4.765 0.185 4.0% 4.550
Close 4.707 5.097 0.390 8.3% 4.707
Range 0.204 0.353 0.149 73.0% 0.731
ATR 0.230 0.243 0.013 5.6% 0.000
Volume 21,252 20,771 -481 -2.3% 92,428
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.052 5.928 5.291
R3 5.699 5.575 5.194
R2 5.346 5.346 5.162
R1 5.222 5.222 5.129 5.284
PP 4.993 4.993 4.993 5.025
S1 4.869 4.869 5.065 4.931
S2 4.640 4.640 5.032
S3 4.287 4.516 5.000
S4 3.934 4.163 4.903
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.039 6.604 5.109
R3 6.308 5.873 4.908
R2 5.577 5.577 4.841
R1 5.142 5.142 4.774 4.994
PP 4.846 4.846 4.846 4.772
S1 4.411 4.411 4.640 4.263
S2 4.115 4.115 4.573
S3 3.384 3.680 4.506
S4 2.653 2.949 4.305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.118 4.550 0.568 11.1% 0.242 4.8% 96% True False 20,353
10 5.370 4.550 0.820 16.1% 0.271 5.3% 67% False False 17,340
20 5.370 4.550 0.820 16.1% 0.228 4.5% 67% False False 15,403
40 6.242 4.550 1.692 33.2% 0.223 4.4% 32% False False 12,101
60 6.242 4.550 1.692 33.2% 0.217 4.3% 32% False False 10,351
80 6.242 4.550 1.692 33.2% 0.199 3.9% 32% False False 8,812
100 6.242 4.550 1.692 33.2% 0.190 3.7% 32% False False 7,647
120 6.242 4.550 1.692 33.2% 0.179 3.5% 32% False False 6,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.618
2.618 6.042
1.618 5.689
1.000 5.471
0.618 5.336
HIGH 5.118
0.618 4.983
0.500 4.942
0.382 4.900
LOW 4.765
0.618 4.547
1.000 4.412
1.618 4.194
2.618 3.841
4.250 3.265
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 5.045 5.009
PP 4.993 4.922
S1 4.942 4.834

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

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