NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 5.360 5.419 0.059 1.1% 4.830
High 5.465 5.502 0.037 0.7% 5.465
Low 5.256 5.323 0.067 1.3% 4.820
Close 5.299 5.452 0.153 2.9% 5.299
Range 0.209 0.179 -0.030 -14.4% 0.645
ATR 0.241 0.238 -0.003 -1.1% 0.000
Volume 27,334 17,712 -9,622 -35.2% 114,779
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.963 5.886 5.550
R3 5.784 5.707 5.501
R2 5.605 5.605 5.485
R1 5.528 5.528 5.468 5.567
PP 5.426 5.426 5.426 5.445
S1 5.349 5.349 5.436 5.388
S2 5.247 5.247 5.419
S3 5.068 5.170 5.403
S4 4.889 4.991 5.354
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.130 6.859 5.654
R3 6.485 6.214 5.476
R2 5.840 5.840 5.417
R1 5.569 5.569 5.358 5.705
PP 5.195 5.195 5.195 5.262
S1 4.924 4.924 5.240 5.060
S2 4.550 4.550 5.181
S3 3.905 4.279 5.122
S4 3.260 3.634 4.944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.502 4.971 0.531 9.7% 0.253 4.6% 91% True False 23,771
10 5.502 4.595 0.907 16.6% 0.236 4.3% 94% True False 19,836
20 5.502 4.595 0.907 16.6% 0.240 4.4% 94% True False 15,290
40 6.180 4.595 1.585 29.1% 0.207 3.8% 54% False False 12,036
60 6.180 4.595 1.585 29.1% 0.199 3.6% 54% False False 10,276
80 6.180 4.595 1.585 29.1% 0.193 3.5% 54% False False 8,693
100 6.180 4.595 1.585 29.1% 0.178 3.3% 54% False False 7,385
120 6.180 4.595 1.585 29.1% 0.169 3.1% 54% False False 6,546
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 6.263
2.618 5.971
1.618 5.792
1.000 5.681
0.618 5.613
HIGH 5.502
0.618 5.434
0.500 5.413
0.382 5.391
LOW 5.323
0.618 5.212
1.000 5.144
1.618 5.033
2.618 4.854
4.250 4.562
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 5.439 5.380
PP 5.426 5.308
S1 5.413 5.237

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

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