NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 5.133 5.214 0.081 1.6% 5.308
High 5.198 5.364 0.166 3.2% 5.430
Low 5.090 5.140 0.050 1.0% 5.090
Close 5.165 5.338 0.173 3.3% 5.165
Range 0.108 0.224 0.116 107.4% 0.340
ATR 0.159 0.164 0.005 2.9% 0.000
Volume 1,054 1,201 147 13.9% 6,567
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.953 5.869 5.461
R3 5.729 5.645 5.400
R2 5.505 5.505 5.379
R1 5.421 5.421 5.359 5.463
PP 5.281 5.281 5.281 5.302
S1 5.197 5.197 5.317 5.239
S2 5.057 5.057 5.297
S3 4.833 4.973 5.276
S4 4.609 4.749 5.215
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 5.364 5.090 0.274 5.1% 0.118 2.2% 91% True False 1,179
10 5.532 5.090 0.442 8.3% 0.125 2.3% 56% False False 1,459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6.316
2.618 5.950
1.618 5.726
1.000 5.588
0.618 5.502
HIGH 5.364
0.618 5.278
0.500 5.252
0.382 5.226
LOW 5.140
0.618 5.002
1.000 4.916
1.618 4.778
2.618 4.554
4.250 4.188
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 5.309 5.301
PP 5.281 5.264
S1 5.252 5.227

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

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