NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 4.753 4.880 0.127 2.7% 4.983
High 4.915 4.942 0.027 0.5% 5.167
Low 4.741 4.738 -0.003 -0.1% 4.738
Close 4.893 4.930 0.037 0.8% 4.930
Range 0.174 0.204 0.030 17.2% 0.429
ATR 0.188 0.189 0.001 0.6% 0.000
Volume 11,461 10,060 -1,401 -12.2% 51,115
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.482 5.410 5.042
R3 5.278 5.206 4.986
R2 5.074 5.074 4.967
R1 5.002 5.002 4.949 5.038
PP 4.870 4.870 4.870 4.888
S1 4.798 4.798 4.911 4.834
S2 4.666 4.666 4.893
S3 4.462 4.594 4.874
S4 4.258 4.390 4.818
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.232 6.010 5.166
R3 5.803 5.581 5.048
R2 5.374 5.374 5.009
R1 5.152 5.152 4.969 5.049
PP 4.945 4.945 4.945 4.893
S1 4.723 4.723 4.891 4.620
S2 4.516 4.516 4.851
S3 4.087 4.294 4.812
S4 3.658 3.865 4.694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.167 4.738 0.429 8.7% 0.205 4.2% 45% False True 10,223
10 5.167 4.738 0.429 8.7% 0.179 3.6% 45% False True 10,141
20 5.750 4.738 1.012 20.5% 0.182 3.7% 19% False True 9,178
40 6.180 4.738 1.442 29.2% 0.185 3.8% 13% False True 8,414
60 6.180 4.738 1.442 29.2% 0.187 3.8% 13% False True 7,176
80 6.180 4.738 1.442 29.2% 0.167 3.4% 13% False True 5,908
100 6.180 4.738 1.442 29.2% 0.160 3.2% 13% False True 5,239
120 6.255 4.738 1.517 30.8% 0.156 3.2% 13% False True 4,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.809
2.618 5.476
1.618 5.272
1.000 5.146
0.618 5.068
HIGH 4.942
0.618 4.864
0.500 4.840
0.382 4.816
LOW 4.738
0.618 4.612
1.000 4.534
1.618 4.408
2.618 4.204
4.250 3.871
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 4.900 4.919
PP 4.870 4.908
S1 4.840 4.898

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

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