NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 4.991 4.970 -0.021 -0.4% 4.983
High 5.071 5.035 -0.036 -0.7% 5.167
Low 4.913 4.857 -0.056 -1.1% 4.738
Close 4.970 4.925 -0.045 -0.9% 4.930
Range 0.158 0.178 0.020 12.7% 0.429
ATR 0.187 0.186 -0.001 -0.3% 0.000
Volume 11,374 8,311 -3,063 -26.9% 51,115
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.473 5.377 5.023
R3 5.295 5.199 4.974
R2 5.117 5.117 4.958
R1 5.021 5.021 4.941 4.980
PP 4.939 4.939 4.939 4.919
S1 4.843 4.843 4.909 4.802
S2 4.761 4.761 4.892
S3 4.583 4.665 4.876
S4 4.405 4.487 4.827
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 5.071 4.738 0.333 6.8% 0.194 3.9% 56% False False 10,140
10 5.167 4.738 0.429 8.7% 0.175 3.6% 44% False False 9,666
20 5.654 4.738 0.916 18.6% 0.182 3.7% 20% False False 9,463
40 6.180 4.738 1.442 29.3% 0.184 3.7% 13% False False 8,638
60 6.180 4.738 1.442 29.3% 0.189 3.8% 13% False False 7,409
80 6.180 4.738 1.442 29.3% 0.168 3.4% 13% False False 6,110
100 6.180 4.738 1.442 29.3% 0.161 3.3% 13% False False 5,402
120 6.255 4.738 1.517 30.8% 0.156 3.2% 12% False False 4,786
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.792
2.618 5.501
1.618 5.323
1.000 5.213
0.618 5.145
HIGH 5.035
0.618 4.967
0.500 4.946
0.382 4.925
LOW 4.857
0.618 4.747
1.000 4.679
1.618 4.569
2.618 4.391
4.250 4.101
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 4.946 4.918
PP 4.939 4.911
S1 4.932 4.905

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

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