NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 5.270 5.124 -0.146 -2.8% 5.308
High 5.270 5.188 -0.082 -1.6% 5.430
Low 5.074 5.035 -0.039 -0.8% 5.090
Close 5.104 5.174 0.070 1.4% 5.165
Range 0.196 0.153 -0.043 -21.9% 0.340
ATR 0.167 0.166 -0.001 -0.6% 0.000
Volume 1,102 1,557 455 41.3% 6,567
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.591 5.536 5.258
R3 5.438 5.383 5.216
R2 5.285 5.285 5.202
R1 5.230 5.230 5.188 5.258
PP 5.132 5.132 5.132 5.146
S1 5.077 5.077 5.160 5.105
S2 4.979 4.979 5.146
S3 4.826 4.924 5.132
S4 4.673 4.771 5.090
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 5.035 0.378 7.3% 0.168 3.2% 37% False True 1,229
10 5.430 5.035 0.395 7.6% 0.138 2.7% 35% False True 1,289
20 6.152 5.035 1.117 21.6% 0.145 2.8% 12% False True 1,474
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.838
2.618 5.589
1.618 5.436
1.000 5.341
0.618 5.283
HIGH 5.188
0.618 5.130
0.500 5.112
0.382 5.093
LOW 5.035
0.618 4.940
1.000 4.882
1.618 4.787
2.618 4.634
4.250 4.385
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 5.153 5.224
PP 5.132 5.207
S1 5.112 5.191

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

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