NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 4.890 4.866 -0.024 -0.5% 5.117
High 5.060 4.973 -0.087 -1.7% 5.200
Low 4.864 4.805 -0.059 -1.2% 4.871
Close 4.890 4.960 0.070 1.4% 4.967
Range 0.196 0.168 -0.028 -14.3% 0.329
ATR 0.175 0.174 0.000 -0.3% 0.000
Volume 2,831 4,551 1,720 60.8% 20,541
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.417 5.356 5.052
R3 5.249 5.188 5.006
R2 5.081 5.081 4.991
R1 5.020 5.020 4.975 5.051
PP 4.913 4.913 4.913 4.928
S1 4.852 4.852 4.945 4.883
S2 4.745 4.745 4.929
S3 4.577 4.684 4.914
S4 4.409 4.516 4.868
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.000 5.812 5.148
R3 5.671 5.483 5.057
R2 5.342 5.342 5.027
R1 5.154 5.154 4.997 5.084
PP 5.013 5.013 5.013 4.977
S1 4.825 4.825 4.937 4.755
S2 4.684 4.684 4.907
S3 4.355 4.496 4.877
S4 4.026 4.167 4.786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.215 4.805 0.410 8.3% 0.174 3.5% 38% False True 3,651
10 5.215 4.805 0.410 8.3% 0.146 2.9% 38% False True 3,666
20 6.003 4.805 1.198 24.2% 0.162 3.3% 13% False True 3,826
40 6.200 4.805 1.395 28.1% 0.161 3.2% 11% False True 3,043
60 6.200 4.805 1.395 28.1% 0.160 3.2% 11% False True 2,471
80 6.200 4.805 1.395 28.1% 0.143 2.9% 11% False True 1,978
100 6.200 4.805 1.395 28.1% 0.136 2.7% 11% False True 1,713
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.687
2.618 5.413
1.618 5.245
1.000 5.141
0.618 5.077
HIGH 4.973
0.618 4.909
0.500 4.889
0.382 4.869
LOW 4.805
0.618 4.701
1.000 4.637
1.618 4.533
2.618 4.365
4.250 4.091
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 4.936 5.010
PP 4.913 4.993
S1 4.889 4.977

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

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