NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 5.110 5.010 -0.100 -2.0% 5.430
High 5.110 5.148 0.038 0.7% 5.450
Low 5.006 4.948 -0.058 -1.2% 5.006
Close 5.046 5.131 0.085 1.7% 5.046
Range 0.104 0.200 0.096 92.3% 0.444
ATR 0.194 0.194 0.000 0.2% 0.000
Volume 8,077 9,677 1,600 19.8% 42,246
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.676 5.603 5.241
R3 5.476 5.403 5.186
R2 5.276 5.276 5.168
R1 5.203 5.203 5.149 5.240
PP 5.076 5.076 5.076 5.094
S1 5.003 5.003 5.113 5.040
S2 4.876 4.876 5.094
S3 4.676 4.803 5.076
S4 4.476 4.603 5.021
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.499 6.217 5.290
R3 6.055 5.773 5.168
R2 5.611 5.611 5.127
R1 5.329 5.329 5.087 5.248
PP 5.167 5.167 5.167 5.127
S1 4.885 4.885 5.005 4.804
S2 4.723 4.723 4.965
S3 4.279 4.441 4.924
S4 3.835 3.997 4.802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.296 4.948 0.348 6.8% 0.157 3.1% 53% False True 8,858
10 5.654 4.948 0.706 13.8% 0.183 3.6% 26% False True 8,483
20 6.180 4.948 1.232 24.0% 0.194 3.8% 15% False True 8,238
40 6.180 4.948 1.232 24.0% 0.187 3.6% 15% False True 7,303
60 6.180 4.775 1.405 27.4% 0.174 3.4% 25% False False 5,960
80 6.180 4.775 1.405 27.4% 0.163 3.2% 25% False False 5,027
100 6.180 4.775 1.405 27.4% 0.154 3.0% 25% False False 4,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.998
2.618 5.672
1.618 5.472
1.000 5.348
0.618 5.272
HIGH 5.148
0.618 5.072
0.500 5.048
0.382 5.024
LOW 4.948
0.618 4.824
1.000 4.748
1.618 4.624
2.618 4.424
4.250 4.098
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 5.103 5.121
PP 5.076 5.111
S1 5.048 5.101

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

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