NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 4.886 5.064 0.178 3.6% 5.012
High 4.999 5.129 0.130 2.6% 5.215
Low 4.809 4.980 0.171 3.6% 4.805
Close 4.993 5.035 0.042 0.8% 4.993
Range 0.190 0.149 -0.041 -21.6% 0.410
ATR 0.175 0.173 -0.002 -1.1% 0.000
Volume 2,623 2,559 -64 -2.4% 16,358
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.495 5.414 5.117
R3 5.346 5.265 5.076
R2 5.197 5.197 5.062
R1 5.116 5.116 5.049 5.082
PP 5.048 5.048 5.048 5.031
S1 4.967 4.967 5.021 4.933
S2 4.899 4.899 5.008
S3 4.750 4.818 4.994
S4 4.601 4.669 4.953
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.234 6.024 5.219
R3 5.824 5.614 5.106
R2 5.414 5.414 5.068
R1 5.204 5.204 5.031 5.104
PP 5.004 5.004 5.004 4.955
S1 4.794 4.794 4.955 4.694
S2 4.594 4.594 4.918
S3 4.184 4.384 4.880
S4 3.774 3.974 4.768
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 8.1% 0.172 3.4% 56% False False 3,085
10 5.215 4.805 0.410 8.1% 0.152 3.0% 56% False False 3,536
20 5.702 4.805 0.897 17.8% 0.159 3.2% 26% False False 3,736
40 6.200 4.805 1.395 27.7% 0.163 3.2% 16% False False 3,039
60 6.200 4.805 1.395 27.7% 0.162 3.2% 16% False False 2,502
80 6.200 4.805 1.395 27.7% 0.144 2.9% 16% False False 2,035
100 6.200 4.805 1.395 27.7% 0.138 2.7% 16% False False 1,763
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 5.762
2.618 5.519
1.618 5.370
1.000 5.278
0.618 5.221
HIGH 5.129
0.618 5.072
0.500 5.055
0.382 5.037
LOW 4.980
0.618 4.888
1.000 4.831
1.618 4.739
2.618 4.590
4.250 4.347
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 5.055 5.012
PP 5.048 4.990
S1 5.042 4.967

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

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