NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 5.025 5.057 0.032 0.6% 5.010
High 5.167 5.057 -0.110 -2.1% 5.148
Low 5.003 4.801 -0.202 -4.0% 4.811
Close 5.025 4.827 -0.198 -3.9% 4.916
Range 0.164 0.256 0.092 56.1% 0.337
ATR 0.183 0.189 0.005 2.8% 0.000
Volume 10,007 9,494 -513 -5.1% 50,299
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.663 5.501 4.968
R3 5.407 5.245 4.897
R2 5.151 5.151 4.874
R1 4.989 4.989 4.850 4.942
PP 4.895 4.895 4.895 4.872
S1 4.733 4.733 4.804 4.686
S2 4.639 4.639 4.780
S3 4.383 4.477 4.757
S4 4.127 4.221 4.686
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.969 5.780 5.101
R3 5.632 5.443 5.009
R2 5.295 5.295 4.978
R1 5.106 5.106 4.947 5.032
PP 4.958 4.958 4.958 4.922
S1 4.769 4.769 4.885 4.695
S2 4.621 4.621 4.854
S3 4.284 4.432 4.823
S4 3.947 4.095 4.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.167 4.801 0.366 7.6% 0.186 3.9% 7% False True 9,269
10 5.254 4.801 0.453 9.4% 0.169 3.5% 6% False True 9,883
20 6.055 4.801 1.254 26.0% 0.184 3.8% 2% False True 9,071
40 6.180 4.801 1.379 28.6% 0.184 3.8% 2% False True 8,177
60 6.180 4.775 1.405 29.1% 0.184 3.8% 4% False False 6,867
80 6.180 4.775 1.405 29.1% 0.167 3.5% 4% False False 5,687
100 6.180 4.775 1.405 29.1% 0.158 3.3% 4% False False 5,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6.145
2.618 5.727
1.618 5.471
1.000 5.313
0.618 5.215
HIGH 5.057
0.618 4.959
0.500 4.929
0.382 4.899
LOW 4.801
0.618 4.643
1.000 4.545
1.618 4.387
2.618 4.131
4.250 3.713
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 4.929 4.984
PP 4.895 4.932
S1 4.861 4.879

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

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