NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 4.973 5.011 0.038 0.8% 5.430
High 5.053 5.011 -0.042 -0.8% 5.450
Low 4.944 4.865 -0.079 -1.6% 5.006
Close 5.008 4.887 -0.121 -2.4% 5.046
Range 0.109 0.146 0.037 33.9% 0.444
ATR 0.188 0.185 -0.003 -1.6% 0.000
Volume 9,114 6,104 -3,010 -33.0% 42,246
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.359 5.269 4.967
R3 5.213 5.123 4.927
R2 5.067 5.067 4.914
R1 4.977 4.977 4.900 4.949
PP 4.921 4.921 4.921 4.907
S1 4.831 4.831 4.874 4.803
S2 4.775 4.775 4.860
S3 4.629 4.685 4.847
S4 4.483 4.539 4.807
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 5.148 4.865 0.283 5.8% 0.147 3.0% 8% False True 9,545
10 5.612 4.865 0.747 15.3% 0.175 3.6% 3% False True 9,081
20 6.180 4.865 1.315 26.9% 0.181 3.7% 2% False True 8,561
40 6.180 4.865 1.315 26.9% 0.180 3.7% 2% False True 7,625
60 6.180 4.775 1.405 28.7% 0.177 3.6% 8% False False 6,347
80 6.180 4.775 1.405 28.7% 0.163 3.3% 8% False False 5,321
100 6.180 4.775 1.405 28.7% 0.154 3.2% 8% False False 4,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.632
2.618 5.393
1.618 5.247
1.000 5.157
0.618 5.101
HIGH 5.011
0.618 4.955
0.500 4.938
0.382 4.921
LOW 4.865
0.618 4.775
1.000 4.719
1.618 4.629
2.618 4.483
4.250 4.245
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 4.938 4.991
PP 4.921 4.956
S1 4.904 4.922

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

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