NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 5.570 5.530 -0.040 -0.7% 4.830
High 5.592 5.850 0.258 4.6% 5.465
Low 5.459 5.529 0.070 1.3% 4.820
Close 5.500 5.757 0.257 4.7% 5.299
Range 0.133 0.321 0.188 141.4% 0.645
ATR 0.224 0.233 0.009 4.0% 0.000
Volume 18,022 18,756 734 4.1% 114,779
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.675 6.537 5.934
R3 6.354 6.216 5.845
R2 6.033 6.033 5.816
R1 5.895 5.895 5.786 5.964
PP 5.712 5.712 5.712 5.747
S1 5.574 5.574 5.728 5.643
S2 5.391 5.391 5.698
S3 5.070 5.253 5.669
S4 4.749 4.932 5.580
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 5.850 5.256 0.594 10.3% 0.192 3.3% 84% True False 19,594
10 5.850 4.671 1.179 20.5% 0.231 4.0% 92% True False 20,701
20 5.850 4.595 1.255 21.8% 0.236 4.1% 93% True False 16,456
40 6.055 4.595 1.460 25.4% 0.210 3.6% 80% False False 12,764
60 6.180 4.595 1.585 27.5% 0.202 3.5% 73% False False 10,937
80 6.180 4.595 1.585 27.5% 0.197 3.4% 73% False False 9,265
100 6.180 4.595 1.585 27.5% 0.181 3.1% 73% False False 7,841
120 6.180 4.595 1.585 27.5% 0.171 3.0% 73% False False 6,954
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 5 trading days
Fibonacci Retracements and Extensions
4.250 7.214
2.618 6.690
1.618 6.369
1.000 6.171
0.618 6.048
HIGH 5.850
0.618 5.727
0.500 5.690
0.382 5.652
LOW 5.529
0.618 5.331
1.000 5.208
1.618 5.010
2.618 4.689
4.250 4.165
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 5.735 5.723
PP 5.712 5.689
S1 5.690 5.655

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

View Archives - Comment on this page... - Back to Index of Symbols