NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 5.246 5.244 -0.002 0.0% 5.305
High 5.315 5.353 0.038 0.7% 5.347
Low 5.178 5.072 -0.106 -2.0% 4.656
Close 5.272 5.093 -0.179 -3.4% 4.817
Range 0.137 0.281 0.144 105.1% 0.691
ATR 0.212 0.217 0.005 2.3% 0.000
Volume 7,544 7,598 54 0.7% 24,715
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.016 5.835 5.248
R3 5.735 5.554 5.170
R2 5.454 5.454 5.145
R1 5.273 5.273 5.119 5.223
PP 5.173 5.173 5.173 5.148
S1 4.992 4.992 5.067 4.942
S2 4.892 4.892 5.041
S3 4.611 4.711 5.016
S4 4.330 4.430 4.938
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 5.353 4.656 0.697 13.7% 0.224 4.4% 63% True False 6,361
10 5.406 4.656 0.750 14.7% 0.257 5.0% 58% False False 5,402
20 5.406 4.656 0.750 14.7% 0.207 4.1% 58% False False 4,313
40 6.200 4.656 1.544 30.3% 0.187 3.7% 28% False False 3,860
60 6.200 4.656 1.544 30.3% 0.177 3.5% 28% False False 3,257
80 6.200 4.656 1.544 30.3% 0.164 3.2% 28% False False 2,662
100 6.200 4.656 1.544 30.3% 0.153 3.0% 28% False False 2,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.547
2.618 6.089
1.618 5.808
1.000 5.634
0.618 5.527
HIGH 5.353
0.618 5.246
0.500 5.213
0.382 5.179
LOW 5.072
0.618 4.898
1.000 4.791
1.618 4.617
2.618 4.336
4.250 3.878
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 5.213 5.103
PP 5.173 5.100
S1 5.133 5.096

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

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