NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 5.350 5.334 -0.016 -0.3% 5.645
High 5.501 5.367 -0.134 -2.4% 5.645
Low 5.350 5.282 -0.068 -1.3% 5.282
Close 5.443 5.314 -0.129 -2.4% 5.314
Range 0.151 0.085 -0.066 -43.7% 0.363
ATR
Volume 1,544 1,235 -309 -20.0% 8,837
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.576 5.530 5.361
R3 5.491 5.445 5.337
R2 5.406 5.406 5.330
R1 5.360 5.360 5.322 5.341
PP 5.321 5.321 5.321 5.311
S1 5.275 5.275 5.306 5.256
S2 5.236 5.236 5.298
S3 5.151 5.190 5.291
S4 5.066 5.105 5.267
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.503 6.271 5.514
R3 6.140 5.908 5.414
R2 5.777 5.777 5.381
R1 5.545 5.545 5.347 5.480
PP 5.414 5.414 5.414 5.381
S1 5.182 5.182 5.281 5.117
S2 5.051 5.051 5.247
S3 4.688 4.819 5.214
S4 4.325 4.456 5.114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.645 5.282 0.363 6.8% 0.128 2.4% 9% False True 1,767
10 5.868 5.282 0.586 11.0% 0.139 2.6% 5% False True 1,708
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 0.027
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.728
2.618 5.590
1.618 5.505
1.000 5.452
0.618 5.420
HIGH 5.367
0.618 5.335
0.500 5.325
0.382 5.314
LOW 5.282
0.618 5.229
1.000 5.197
1.618 5.144
2.618 5.059
4.250 4.921
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 5.325 5.392
PP 5.321 5.366
S1 5.318 5.340

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

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