NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 5.010 4.716 -0.294 -5.9% 4.991
High 5.045 4.962 -0.083 -1.6% 5.389
Low 4.858 4.700 -0.158 -3.3% 4.857
Close 4.932 4.716 -0.216 -4.4% 5.308
Range 0.187 0.262 0.075 40.1% 0.532
ATR 0.220 0.223 0.003 1.4% 0.000
Volume 14,018 13,057 -961 -6.9% 49,201
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.579 5.409 4.860
R3 5.317 5.147 4.788
R2 5.055 5.055 4.764
R1 4.885 4.885 4.740 4.847
PP 4.793 4.793 4.793 4.774
S1 4.623 4.623 4.692 4.585
S2 4.531 4.531 4.668
S3 4.269 4.361 4.644
S4 4.007 4.099 4.572
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 4.700 0.689 14.6% 0.305 6.5% 2% False True 12,743
10 5.389 4.700 0.689 14.6% 0.249 5.3% 2% False True 11,441
20 5.389 4.700 0.689 14.6% 0.205 4.4% 2% False True 10,560
40 6.180 4.700 1.480 31.4% 0.197 4.2% 1% False True 9,268
60 6.180 4.700 1.480 31.4% 0.201 4.3% 1% False True 8,105
80 6.180 4.700 1.480 31.4% 0.178 3.8% 1% False True 6,750
100 6.180 4.700 1.480 31.4% 0.172 3.6% 1% False True 5,866
120 6.255 4.700 1.555 33.0% 0.163 3.5% 1% False True 5,249
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 0.046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.076
2.618 5.648
1.618 5.386
1.000 5.224
0.618 5.124
HIGH 4.962
0.618 4.862
0.500 4.831
0.382 4.800
LOW 4.700
0.618 4.538
1.000 4.438
1.618 4.276
2.618 4.014
4.250 3.587
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 4.831 4.990
PP 4.793 4.899
S1 4.754 4.807

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

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