NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 4.805 5.103 0.298 6.2% 5.250
High 5.118 5.250 0.132 2.6% 5.281
Low 4.765 5.093 0.328 6.9% 4.550
Close 5.097 5.198 0.101 2.0% 4.707
Range 0.353 0.157 -0.196 -55.5% 0.731
ATR 0.243 0.237 -0.006 -2.5% 0.000
Volume 20,771 60,764 39,993 192.5% 92,428
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.651 5.582 5.284
R3 5.494 5.425 5.241
R2 5.337 5.337 5.227
R1 5.268 5.268 5.212 5.303
PP 5.180 5.180 5.180 5.198
S1 5.111 5.111 5.184 5.146
S2 5.023 5.023 5.169
S3 4.866 4.954 5.155
S4 4.709 4.797 5.112
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 5.250 4.550 0.700 13.5% 0.232 4.5% 93% True False 28,700
10 5.370 4.550 0.820 15.8% 0.270 5.2% 79% False False 22,241
20 5.370 4.550 0.820 15.8% 0.226 4.3% 79% False False 17,669
40 6.242 4.550 1.692 32.6% 0.223 4.3% 38% False False 13,456
60 6.242 4.550 1.692 32.6% 0.215 4.1% 38% False False 11,227
80 6.242 4.550 1.692 32.6% 0.200 3.8% 38% False False 9,524
100 6.242 4.550 1.692 32.6% 0.189 3.6% 38% False False 8,214
120 6.242 4.550 1.692 32.6% 0.179 3.4% 38% False False 7,185
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 0.042
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5.917
2.618 5.661
1.618 5.504
1.000 5.407
0.618 5.347
HIGH 5.250
0.618 5.190
0.500 5.172
0.382 5.153
LOW 5.093
0.618 4.996
1.000 4.936
1.618 4.839
2.618 4.682
4.250 4.426
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 5.189 5.104
PP 5.180 5.009
S1 5.172 4.915

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

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