NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 5.281 5.270 -0.011 -0.2% 5.308
High 5.413 5.270 -0.143 -2.6% 5.430
Low 5.255 5.074 -0.181 -3.4% 5.090
Close 5.281 5.104 -0.177 -3.4% 5.165
Range 0.158 0.196 0.038 24.1% 0.340
ATR 0.164 0.167 0.003 1.9% 0.000
Volume 1,232 1,102 -130 -10.6% 6,567
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.737 5.617 5.212
R3 5.541 5.421 5.158
R2 5.345 5.345 5.140
R1 5.225 5.225 5.122 5.187
PP 5.149 5.149 5.149 5.131
S1 5.029 5.029 5.086 4.991
S2 4.953 4.953 5.068
S3 4.757 4.833 5.050
S4 4.561 4.637 4.996
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 5.413 5.074 0.339 6.6% 0.153 3.0% 9% False True 1,112
10 5.501 5.074 0.427 8.4% 0.138 2.7% 7% False True 1,288
20 6.194 5.074 1.120 21.9% 0.146 2.9% 3% False True 1,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.103
2.618 5.783
1.618 5.587
1.000 5.466
0.618 5.391
HIGH 5.270
0.618 5.195
0.500 5.172
0.382 5.149
LOW 5.074
0.618 4.953
1.000 4.878
1.618 4.757
2.618 4.561
4.250 4.241
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 5.172 5.244
PP 5.149 5.197
S1 5.127 5.151

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

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