NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 4.970 4.929 -0.041 -0.8% 4.983
High 5.035 5.297 0.262 5.2% 5.167
Low 4.857 4.929 0.072 1.5% 4.738
Close 4.925 5.288 0.363 7.4% 4.930
Range 0.178 0.368 0.190 106.7% 0.429
ATR 0.186 0.199 0.013 7.1% 0.000
Volume 8,311 11,938 3,627 43.6% 51,115
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.275 6.150 5.490
R3 5.907 5.782 5.389
R2 5.539 5.539 5.355
R1 5.414 5.414 5.322 5.477
PP 5.171 5.171 5.171 5.203
S1 5.046 5.046 5.254 5.109
S2 4.803 4.803 5.221
S3 4.435 4.678 5.187
S4 4.067 4.310 5.086
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 5.297 4.738 0.559 10.6% 0.216 4.1% 98% True False 10,628
10 5.297 4.738 0.559 10.6% 0.201 3.8% 98% True False 9,949
20 5.612 4.738 0.874 16.5% 0.189 3.6% 63% False False 9,670
40 6.180 4.738 1.442 27.3% 0.189 3.6% 38% False False 8,671
60 6.180 4.738 1.442 27.3% 0.193 3.6% 38% False False 7,537
80 6.180 4.738 1.442 27.3% 0.171 3.2% 38% False False 6,212
100 6.180 4.738 1.442 27.3% 0.163 3.1% 38% False False 5,486
120 6.255 4.738 1.517 28.7% 0.158 3.0% 36% False False 4,872
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 0.035
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 6.861
2.618 6.260
1.618 5.892
1.000 5.665
0.618 5.524
HIGH 5.297
0.618 5.156
0.500 5.113
0.382 5.070
LOW 4.929
0.618 4.702
1.000 4.561
1.618 4.334
2.618 3.966
4.250 3.365
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 5.230 5.218
PP 5.171 5.147
S1 5.113 5.077

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

View Archives - Comment on this page... - Back to Index of Symbols