NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 4.671 4.830 0.159 3.4% 5.280
High 4.816 5.143 0.327 6.8% 5.280
Low 4.671 4.820 0.149 3.2% 4.595
Close 4.757 5.134 0.377 7.9% 4.757
Range 0.145 0.323 0.178 122.8% 0.685
ATR 0.217 0.229 0.012 5.6% 0.000
Volume 21,597 13,634 -7,963 -36.9% 73,002
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.001 5.891 5.312
R3 5.678 5.568 5.223
R2 5.355 5.355 5.193
R1 5.245 5.245 5.164 5.300
PP 5.032 5.032 5.032 5.060
S1 4.922 4.922 5.104 4.977
S2 4.709 4.709 5.075
S3 4.386 4.599 5.045
S4 4.063 4.276 4.956
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 5.143 4.595 0.548 10.7% 0.219 4.3% 98% True False 15,901
10 5.389 4.595 0.794 15.5% 0.250 4.9% 68% False False 13,583
20 5.389 4.595 0.794 15.5% 0.215 4.2% 68% False False 11,862
40 6.180 4.595 1.585 30.9% 0.203 3.9% 34% False False 9,946
60 6.180 4.595 1.585 30.9% 0.197 3.8% 34% False False 8,770
80 6.180 4.595 1.585 30.9% 0.182 3.6% 34% False False 7,350
100 6.180 4.595 1.585 30.9% 0.173 3.4% 34% False False 6,327
120 6.180 4.595 1.585 30.9% 0.164 3.2% 34% False False 5,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.516
2.618 5.989
1.618 5.666
1.000 5.466
0.618 5.343
HIGH 5.143
0.618 5.020
0.500 4.982
0.382 4.943
LOW 4.820
0.618 4.620
1.000 4.497
1.618 4.297
2.618 3.974
4.250 3.447
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 5.083 5.046
PP 5.032 4.957
S1 4.982 4.869

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

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