NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 5.280 5.010 -0.270 -5.1% 4.991
High 5.280 5.045 -0.235 -4.5% 5.389
Low 5.009 4.858 -0.151 -3.0% 4.857
Close 5.029 4.932 -0.097 -1.9% 5.308
Range 0.271 0.187 -0.084 -31.0% 0.532
ATR 0.222 0.220 -0.003 -1.1% 0.000
Volume 7,128 14,018 6,890 96.7% 49,201
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.506 5.406 5.035
R3 5.319 5.219 4.983
R2 5.132 5.132 4.966
R1 5.032 5.032 4.949 4.989
PP 4.945 4.945 4.945 4.923
S1 4.845 4.845 4.915 4.802
S2 4.758 4.758 4.898
S3 4.571 4.658 4.881
S4 4.384 4.471 4.829
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 10.8% 0.288 5.8% 14% False False 11,794
10 5.389 4.738 0.651 13.2% 0.240 4.9% 30% False False 11,136
20 5.389 4.738 0.651 13.2% 0.199 4.0% 30% False False 10,318
40 6.180 4.738 1.442 29.2% 0.196 4.0% 13% False False 9,177
60 6.180 4.738 1.442 29.2% 0.200 4.1% 13% False False 7,982
80 6.180 4.738 1.442 29.2% 0.176 3.6% 13% False False 6,605
100 6.180 4.738 1.442 29.2% 0.170 3.4% 13% False False 5,754
120 6.255 4.738 1.517 30.8% 0.162 3.3% 13% False False 5,150
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.046
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.840
2.618 5.535
1.618 5.348
1.000 5.232
0.618 5.161
HIGH 5.045
0.618 4.974
0.500 4.952
0.382 4.929
LOW 4.858
0.618 4.742
1.000 4.671
1.618 4.555
2.618 4.368
4.250 4.063
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 4.952 5.124
PP 4.945 5.060
S1 4.939 4.996

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

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