NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 5.200 5.280 0.080 1.5% 4.991
High 5.389 5.280 -0.109 -2.0% 5.389
Low 4.953 5.009 0.056 1.1% 4.857
Close 5.308 5.029 -0.279 -5.3% 5.308
Range 0.436 0.271 -0.165 -37.8% 0.532
ATR 0.216 0.222 0.006 2.7% 0.000
Volume 17,578 7,128 -10,450 -59.4% 49,201
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.919 5.745 5.178
R3 5.648 5.474 5.104
R2 5.377 5.377 5.079
R1 5.203 5.203 5.054 5.155
PP 5.106 5.106 5.106 5.082
S1 4.932 4.932 5.004 4.884
S2 4.835 4.835 4.979
S3 4.564 4.661 4.954
S4 4.293 4.390 4.880
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 4.857 0.532 10.6% 0.282 5.6% 32% False False 11,265
10 5.389 4.738 0.651 12.9% 0.244 4.8% 45% False False 10,744
20 5.450 4.738 0.712 14.2% 0.202 4.0% 41% False False 9,999
40 6.180 4.738 1.442 28.7% 0.196 3.9% 20% False False 8,953
60 6.180 4.738 1.442 28.7% 0.199 4.0% 20% False False 7,815
80 6.180 4.738 1.442 28.7% 0.176 3.5% 20% False False 6,459
100 6.180 4.738 1.442 28.7% 0.169 3.4% 20% False False 5,652
120 6.255 4.738 1.517 30.2% 0.162 3.2% 19% False False 5,055
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.432
2.618 5.989
1.618 5.718
1.000 5.551
0.618 5.447
HIGH 5.280
0.618 5.176
0.500 5.145
0.382 5.113
LOW 5.009
0.618 4.842
1.000 4.738
1.618 4.571
2.618 4.300
4.250 3.857
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 5.145 5.159
PP 5.106 5.116
S1 5.068 5.072

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

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