NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 5.475 5.350 -0.125 -2.3% 5.843
High 5.487 5.501 0.014 0.3% 5.868
Low 5.387 5.350 -0.037 -0.7% 5.598
Close 5.391 5.443 0.052 1.0% 5.680
Range 0.100 0.151 0.051 51.0% 0.270
ATR
Volume 912 1,544 632 69.3% 8,251
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.884 5.815 5.526
R3 5.733 5.664 5.485
R2 5.582 5.582 5.471
R1 5.513 5.513 5.457 5.548
PP 5.431 5.431 5.431 5.449
S1 5.362 5.362 5.429 5.397
S2 5.280 5.280 5.415
S3 5.129 5.211 5.401
S4 4.978 5.060 5.360
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.525 6.373 5.829
R3 6.255 6.103 5.754
R2 5.985 5.985 5.730
R1 5.833 5.833 5.705 5.774
PP 5.715 5.715 5.715 5.686
S1 5.563 5.563 5.655 5.504
S2 5.445 5.445 5.631
S3 5.175 5.293 5.606
S4 4.905 5.023 5.532
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.854 5.350 0.504 9.3% 0.162 3.0% 18% False True 1,978
10 6.152 5.350 0.802 14.7% 0.152 2.8% 12% False True 1,660
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 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.143
2.618 5.896
1.618 5.745
1.000 5.652
0.618 5.594
HIGH 5.501
0.618 5.443
0.500 5.426
0.382 5.408
LOW 5.350
0.618 5.257
1.000 5.199
1.618 5.106
2.618 4.955
4.250 4.708
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 5.437 5.442
PP 5.431 5.442
S1 5.426 5.441

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

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