NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 4.716 4.632 -0.084 -1.8% 4.991
High 4.962 4.771 -0.191 -3.8% 5.389
Low 4.700 4.595 -0.105 -2.2% 4.857
Close 4.716 4.632 -0.084 -1.8% 5.308
Range 0.262 0.176 -0.086 -32.8% 0.532
ATR 0.223 0.219 -0.003 -1.5% 0.000
Volume 13,057 17,202 4,145 31.7% 49,201
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.194 5.089 4.729
R3 5.018 4.913 4.680
R2 4.842 4.842 4.664
R1 4.737 4.737 4.648 4.720
PP 4.666 4.666 4.666 4.658
S1 4.561 4.561 4.616 4.544
S2 4.490 4.490 4.600
S3 4.314 4.385 4.584
S4 4.138 4.209 4.535
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 4.595 0.794 17.1% 0.266 5.8% 5% False True 13,796
10 5.389 4.595 0.794 17.1% 0.241 5.2% 5% False True 12,212
20 5.389 4.595 0.794 17.1% 0.205 4.4% 5% False True 11,048
40 6.180 4.595 1.585 34.2% 0.199 4.3% 2% False True 9,463
60 6.180 4.595 1.585 34.2% 0.202 4.4% 2% False True 8,335
80 6.180 4.595 1.585 34.2% 0.179 3.9% 2% False True 6,954
100 6.180 4.595 1.585 34.2% 0.172 3.7% 2% False True 6,017
120 6.190 4.595 1.595 34.4% 0.163 3.5% 2% False True 5,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.049
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.519
2.618 5.232
1.618 5.056
1.000 4.947
0.618 4.880
HIGH 4.771
0.618 4.704
0.500 4.683
0.382 4.662
LOW 4.595
0.618 4.486
1.000 4.419
1.618 4.310
2.618 4.134
4.250 3.847
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 4.683 4.820
PP 4.666 4.757
S1 4.649 4.695

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

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