NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 4.880 5.246 0.366 7.5% 5.305
High 5.192 5.315 0.123 2.4% 5.347
Low 4.853 5.178 0.325 6.7% 4.656
Close 5.182 5.272 0.090 1.7% 4.817
Range 0.339 0.137 -0.202 -59.6% 0.691
ATR 0.217 0.212 -0.006 -2.6% 0.000
Volume 5,004 7,544 2,540 50.8% 24,715
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.666 5.606 5.347
R3 5.529 5.469 5.310
R2 5.392 5.392 5.297
R1 5.332 5.332 5.285 5.362
PP 5.255 5.255 5.255 5.270
S1 5.195 5.195 5.259 5.225
S2 5.118 5.118 5.247
S3 4.981 5.058 5.234
S4 4.844 4.921 5.197
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.013 6.606 5.197
R3 6.322 5.915 5.007
R2 5.631 5.631 4.944
R1 5.224 5.224 4.880 5.082
PP 4.940 4.940 4.940 4.869
S1 4.533 4.533 4.754 4.391
S2 4.249 4.249 4.690
S3 3.558 3.842 4.627
S4 2.867 3.151 4.437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.315 4.656 0.659 12.5% 0.220 4.2% 93% True False 5,954
10 5.406 4.656 0.750 14.2% 0.245 4.7% 82% False False 4,886
20 5.406 4.656 0.750 14.2% 0.198 3.8% 82% False False 4,211
40 6.200 4.656 1.544 29.3% 0.184 3.5% 40% False False 3,700
60 6.200 4.656 1.544 29.3% 0.175 3.3% 40% False False 3,160
80 6.200 4.656 1.544 29.3% 0.161 3.1% 40% False False 2,574
100 6.200 4.656 1.544 29.3% 0.152 2.9% 40% False False 2,166
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.038
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5.897
2.618 5.674
1.618 5.537
1.000 5.452
0.618 5.400
HIGH 5.315
0.618 5.263
0.500 5.247
0.382 5.230
LOW 5.178
0.618 5.093
1.000 5.041
1.618 4.956
2.618 4.819
4.250 4.596
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 5.264 5.181
PP 5.255 5.090
S1 5.247 4.999

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

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