NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 5.025 5.003 -0.022 -0.4% 5.012
High 5.091 5.340 0.249 4.9% 5.215
Low 4.924 5.003 0.079 1.6% 4.805
Close 4.983 5.337 0.354 7.1% 4.993
Range 0.167 0.337 0.170 101.8% 0.410
ATR 0.173 0.186 0.013 7.6% 0.000
Volume 2,441 4,769 2,328 95.4% 16,358
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.238 6.124 5.522
R3 5.901 5.787 5.430
R2 5.564 5.564 5.399
R1 5.450 5.450 5.368 5.507
PP 5.227 5.227 5.227 5.255
S1 5.113 5.113 5.306 5.170
S2 4.890 4.890 5.275
S3 4.553 4.776 5.244
S4 4.216 4.439 5.152
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 5.340 4.805 0.535 10.0% 0.202 3.8% 99% True False 3,388
10 5.340 4.805 0.535 10.0% 0.180 3.4% 99% True False 3,369
20 5.676 4.805 0.871 16.3% 0.168 3.1% 61% False False 3,829
40 6.200 4.805 1.395 26.1% 0.167 3.1% 38% False False 3,116
60 6.200 4.805 1.395 26.1% 0.167 3.1% 38% False False 2,578
80 6.200 4.805 1.395 26.1% 0.147 2.7% 38% False False 2,114
100 6.200 4.805 1.395 26.1% 0.140 2.6% 38% False False 1,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 6.772
2.618 6.222
1.618 5.885
1.000 5.677
0.618 5.548
HIGH 5.340
0.618 5.211
0.500 5.172
0.382 5.132
LOW 5.003
0.618 4.795
1.000 4.666
1.618 4.458
2.618 4.121
4.250 3.571
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 5.282 5.269
PP 5.227 5.200
S1 5.172 5.132

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

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