NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 4.929 5.200 0.271 5.5% 4.991
High 5.297 5.389 0.092 1.7% 5.389
Low 4.929 4.953 0.024 0.5% 4.857
Close 5.288 5.308 0.020 0.4% 5.308
Range 0.368 0.436 0.068 18.5% 0.532
ATR 0.199 0.216 0.017 8.5% 0.000
Volume 11,938 17,578 5,640 47.2% 49,201
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.525 6.352 5.548
R3 6.089 5.916 5.428
R2 5.653 5.653 5.388
R1 5.480 5.480 5.348 5.567
PP 5.217 5.217 5.217 5.260
S1 5.044 5.044 5.268 5.131
S2 4.781 4.781 5.228
S3 4.345 4.608 5.188
S4 3.909 4.172 5.068
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.781 6.576 5.601
R3 6.249 6.044 5.454
R2 5.717 5.717 5.406
R1 5.512 5.512 5.357 5.615
PP 5.185 5.185 5.185 5.236
S1 4.980 4.980 5.259 5.083
S2 4.653 4.653 5.210
S3 4.121 4.448 5.162
S4 3.589 3.916 5.015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.389 4.738 0.651 12.3% 0.269 5.1% 88% True False 11,852
10 5.389 4.738 0.651 12.3% 0.230 4.3% 88% True False 11,096
20 5.612 4.738 0.874 16.5% 0.203 3.8% 65% False False 10,088
40 6.180 4.738 1.442 27.2% 0.195 3.7% 40% False False 8,949
60 6.180 4.738 1.442 27.2% 0.198 3.7% 40% False False 7,788
80 6.180 4.738 1.442 27.2% 0.175 3.3% 40% False False 6,400
100 6.180 4.738 1.442 27.2% 0.167 3.1% 40% False False 5,600
120 6.255 4.738 1.517 28.6% 0.161 3.0% 38% False False 5,007
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 0.054
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 7.242
2.618 6.530
1.618 6.094
1.000 5.825
0.618 5.658
HIGH 5.389
0.618 5.222
0.500 5.171
0.382 5.120
LOW 4.953
0.618 4.684
1.000 4.517
1.618 4.248
2.618 3.812
4.250 3.100
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 5.262 5.246
PP 5.217 5.185
S1 5.171 5.123

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

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