NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 5.203 4.975 -0.228 -4.4% 5.250
High 5.290 5.409 0.119 2.2% 5.281
Low 4.981 4.937 -0.044 -0.9% 4.550
Close 5.005 5.383 0.378 7.6% 4.707
Range 0.309 0.472 0.163 52.8% 0.731
ATR 0.242 0.258 0.016 6.8% 0.000
Volume 61,759 49,732 -12,027 -19.5% 92,428
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.659 6.493 5.643
R3 6.187 6.021 5.513
R2 5.715 5.715 5.470
R1 5.549 5.549 5.426 5.632
PP 5.243 5.243 5.243 5.285
S1 5.077 5.077 5.340 5.160
S2 4.771 4.771 5.296
S3 4.299 4.605 5.253
S4 3.827 4.133 5.123
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 5.409 4.580 0.829 15.4% 0.299 5.6% 97% True False 42,855
10 5.409 4.550 0.859 16.0% 0.292 5.4% 97% True False 30,832
20 5.409 4.550 0.859 16.0% 0.251 4.7% 97% True False 21,716
40 6.242 4.550 1.692 31.4% 0.227 4.2% 49% False False 15,729
60 6.242 4.550 1.692 31.4% 0.220 4.1% 49% False False 12,867
80 6.242 4.550 1.692 31.4% 0.207 3.9% 49% False False 10,850
100 6.242 4.550 1.692 31.4% 0.195 3.6% 49% False False 9,266
120 6.242 4.550 1.692 31.4% 0.183 3.4% 49% False False 8,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 7.415
2.618 6.645
1.618 6.173
1.000 5.881
0.618 5.701
HIGH 5.409
0.618 5.229
0.500 5.173
0.382 5.117
LOW 4.937
0.618 4.645
1.000 4.465
1.618 4.173
2.618 3.701
4.250 2.931
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 5.313 5.313
PP 5.243 5.243
S1 5.173 5.173

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

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