NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 5.145 5.228 0.083 1.6% 5.280
High 5.275 5.311 0.036 0.7% 5.280
Low 5.145 5.015 -0.130 -2.5% 4.595
Close 5.228 5.040 -0.188 -3.6% 4.757
Range 0.130 0.296 0.166 127.7% 0.685
ATR 0.223 0.228 0.005 2.4% 0.000
Volume 23,266 30,324 7,058 30.3% 73,002
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.010 5.821 5.203
R3 5.714 5.525 5.121
R2 5.418 5.418 5.094
R1 5.229 5.229 5.067 5.176
PP 5.122 5.122 5.122 5.095
S1 4.933 4.933 5.013 4.880
S2 4.826 4.826 4.986
S3 4.530 4.637 4.959
S4 4.234 4.341 4.877
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 5.311 4.595 0.716 14.2% 0.214 4.2% 62% True False 21,204
10 5.389 4.595 0.794 15.8% 0.259 5.1% 56% False False 16,974
20 5.389 4.595 0.794 15.8% 0.217 4.3% 56% False False 13,320
40 6.180 4.595 1.585 31.4% 0.202 4.0% 28% False False 10,950
60 6.180 4.595 1.585 31.4% 0.197 3.9% 28% False False 9,448
80 6.180 4.595 1.585 31.4% 0.186 3.7% 28% False False 7,951
100 6.180 4.595 1.585 31.4% 0.174 3.5% 28% False False 6,805
120 6.180 4.595 1.585 31.4% 0.164 3.3% 28% False False 6,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.569
2.618 6.086
1.618 5.790
1.000 5.607
0.618 5.494
HIGH 5.311
0.618 5.198
0.500 5.163
0.382 5.128
LOW 5.015
0.618 4.832
1.000 4.719
1.618 4.536
2.618 4.240
4.250 3.757
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 5.163 5.066
PP 5.122 5.057
S1 5.081 5.049

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

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