NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 5.782 5.670 -0.112 -1.9% 5.419
High 5.910 5.729 -0.181 -3.1% 5.878
Low 5.629 5.525 -0.104 -1.8% 5.323
Close 5.671 5.703 0.032 0.6% 5.778
Range 0.281 0.204 -0.077 -27.4% 0.555
ATR 0.231 0.229 -0.002 -0.8% 0.000
Volume 16,311 14,753 -1,558 -9.6% 105,610
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.264 6.188 5.815
R3 6.060 5.984 5.759
R2 5.856 5.856 5.740
R1 5.780 5.780 5.722 5.818
PP 5.652 5.652 5.652 5.672
S1 5.576 5.576 5.684 5.614
S2 5.448 5.448 5.666
S3 5.244 5.372 5.647
S4 5.040 5.168 5.591
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.325 7.106 6.083
R3 6.770 6.551 5.931
R2 6.215 6.215 5.880
R1 5.996 5.996 5.829 6.106
PP 5.660 5.660 5.660 5.714
S1 5.441 5.441 5.727 5.551
S2 5.105 5.105 5.676
S3 4.550 4.886 5.625
S4 3.995 4.331 5.473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.910 5.459 0.451 7.9% 0.219 3.8% 54% False False 20,563
10 5.910 4.971 0.939 16.5% 0.235 4.1% 78% False False 21,455
20 5.910 4.595 1.315 23.1% 0.241 4.2% 84% False False 18,114
40 5.910 4.595 1.315 23.1% 0.210 3.7% 84% False False 13,755
60 6.180 4.595 1.585 27.8% 0.204 3.6% 70% False False 11,748
80 6.180 4.595 1.585 27.8% 0.201 3.5% 70% False False 10,016
100 6.180 4.595 1.585 27.8% 0.183 3.2% 70% False False 8,442
120 6.180 4.595 1.585 27.8% 0.174 3.0% 70% False False 7,464
Crabel Price Patterns
NR True
NR4 False
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 0.065
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.596
2.618 6.263
1.618 6.059
1.000 5.933
0.618 5.855
HIGH 5.729
0.618 5.651
0.500 5.627
0.382 5.603
LOW 5.525
0.618 5.399
1.000 5.321
1.618 5.195
2.618 4.991
4.250 4.658
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 5.678 5.718
PP 5.652 5.713
S1 5.627 5.708

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

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