NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 4.632 4.671 0.039 0.8% 5.280
High 4.771 4.816 0.045 0.9% 5.280
Low 4.595 4.671 0.076 1.7% 4.595
Close 4.632 4.757 0.125 2.7% 4.757
Range 0.176 0.145 -0.031 -17.6% 0.685
ATR 0.219 0.217 -0.003 -1.1% 0.000
Volume 17,202 21,597 4,395 25.5% 73,002
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.183 5.115 4.837
R3 5.038 4.970 4.797
R2 4.893 4.893 4.784
R1 4.825 4.825 4.770 4.859
PP 4.748 4.748 4.748 4.765
S1 4.680 4.680 4.744 4.714
S2 4.603 4.603 4.730
S3 4.458 4.535 4.717
S4 4.313 4.390 4.677
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.932 6.530 5.134
R3 6.247 5.845 4.945
R2 5.562 5.562 4.883
R1 5.160 5.160 4.820 5.019
PP 4.877 4.877 4.877 4.807
S1 4.475 4.475 4.694 4.334
S2 4.192 4.192 4.631
S3 3.507 3.790 4.569
S4 2.822 3.105 4.380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.280 4.595 0.685 14.4% 0.208 4.4% 24% False False 14,600
10 5.389 4.595 0.794 16.7% 0.239 5.0% 20% False False 13,226
20 5.389 4.595 0.794 16.7% 0.204 4.3% 20% False False 11,584
40 6.180 4.595 1.585 33.3% 0.199 4.2% 10% False False 9,769
60 6.180 4.595 1.585 33.3% 0.198 4.2% 10% False False 8,634
80 6.180 4.595 1.585 33.3% 0.180 3.8% 10% False False 7,205
100 6.180 4.595 1.585 33.3% 0.172 3.6% 10% False False 6,212
120 6.190 4.595 1.595 33.5% 0.163 3.4% 10% False False 5,527
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 0.048
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.432
2.618 5.196
1.618 5.051
1.000 4.961
0.618 4.906
HIGH 4.816
0.618 4.761
0.500 4.744
0.382 4.726
LOW 4.671
0.618 4.581
1.000 4.526
1.618 4.436
2.618 4.291
4.250 4.055
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 4.753 4.779
PP 4.748 4.771
S1 4.744 4.764

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

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