NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 5.154 5.133 -0.021 -0.4% 5.308
High 5.227 5.198 -0.029 -0.6% 5.430
Low 5.150 5.090 -0.060 -1.2% 5.090
Close 5.154 5.165 0.011 0.2% 5.165
Range 0.077 0.108 0.031 40.3% 0.340
ATR 0.163 0.159 -0.004 -2.4% 0.000
Volume 975 1,054 79 8.1% 6,567
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.475 5.428 5.224
R3 5.367 5.320 5.195
R2 5.259 5.259 5.185
R1 5.212 5.212 5.175 5.236
PP 5.151 5.151 5.151 5.163
S1 5.104 5.104 5.155 5.128
S2 5.043 5.043 5.145
S3 4.935 4.996 5.135
S4 4.827 4.888 5.106
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.248 6.047 5.352
R3 5.908 5.707 5.259
R2 5.568 5.568 5.227
R1 5.367 5.367 5.196 5.298
PP 5.228 5.228 5.228 5.194
S1 5.027 5.027 5.134 4.958
S2 4.888 4.888 5.103
S3 4.548 4.687 5.072
S4 4.208 4.347 4.978
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.430 5.090 0.340 6.6% 0.113 2.2% 22% False True 1,313
10 5.645 5.090 0.555 10.7% 0.121 2.3% 14% False True 1,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.657
2.618 5.481
1.618 5.373
1.000 5.306
0.618 5.265
HIGH 5.198
0.618 5.157
0.500 5.144
0.382 5.131
LOW 5.090
0.618 5.023
1.000 4.982
1.618 4.915
2.618 4.807
4.250 4.631
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 5.158 5.206
PP 5.151 5.192
S1 5.144 5.179

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

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