NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 4.880 4.991 0.111 2.3% 4.983
High 4.942 5.071 0.129 2.6% 5.167
Low 4.738 4.913 0.175 3.7% 4.738
Close 4.930 4.970 0.040 0.8% 4.930
Range 0.204 0.158 -0.046 -22.5% 0.429
ATR 0.189 0.187 -0.002 -1.2% 0.000
Volume 10,060 11,374 1,314 13.1% 51,115
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.459 5.372 5.057
R3 5.301 5.214 5.013
R2 5.143 5.143 4.999
R1 5.056 5.056 4.984 5.021
PP 4.985 4.985 4.985 4.967
S1 4.898 4.898 4.956 4.863
S2 4.827 4.827 4.941
S3 4.669 4.740 4.927
S4 4.511 4.582 4.883
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 8.6% 0.191 3.8% 54% False False 10,479
10 5.167 4.738 0.429 8.6% 0.175 3.5% 54% False False 10,311
20 5.654 4.738 0.916 18.4% 0.179 3.6% 25% False False 9,397
40 6.180 4.738 1.442 29.0% 0.186 3.7% 16% False False 8,566
60 6.180 4.738 1.442 29.0% 0.187 3.8% 16% False False 7,316
80 6.180 4.738 1.442 29.0% 0.168 3.4% 16% False False 6,024
100 6.180 4.738 1.442 29.0% 0.160 3.2% 16% False False 5,334
120 6.255 4.738 1.517 30.5% 0.156 3.1% 15% False False 4,735
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.031
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.743
2.618 5.485
1.618 5.327
1.000 5.229
0.618 5.169
HIGH 5.071
0.618 5.011
0.500 4.992
0.382 4.973
LOW 4.913
0.618 4.815
1.000 4.755
1.618 4.657
2.618 4.499
4.250 4.242
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 4.992 4.948
PP 4.985 4.926
S1 4.977 4.905

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

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