NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 5.124 5.105 -0.019 -0.4% 5.214
High 5.188 5.206 0.018 0.3% 5.413
Low 5.035 5.020 -0.015 -0.3% 5.020
Close 5.174 5.198 0.024 0.5% 5.198
Range 0.153 0.186 0.033 21.6% 0.393
ATR 0.166 0.167 0.001 0.9% 0.000
Volume 1,557 1,077 -480 -30.8% 6,169
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.699 5.635 5.300
R3 5.513 5.449 5.249
R2 5.327 5.327 5.232
R1 5.263 5.263 5.215 5.295
PP 5.141 5.141 5.141 5.158
S1 5.077 5.077 5.181 5.109
S2 4.955 4.955 5.164
S3 4.769 4.891 5.147
S4 4.583 4.705 5.096
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.389 6.187 5.414
R3 5.996 5.794 5.306
R2 5.603 5.603 5.270
R1 5.401 5.401 5.234 5.306
PP 5.210 5.210 5.210 5.163
S1 5.008 5.008 5.162 4.913
S2 4.817 4.817 5.126
S3 4.424 4.615 5.090
S4 4.031 4.222 4.982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.413 5.020 0.393 7.6% 0.183 3.5% 45% False True 1,233
10 5.430 5.020 0.410 7.9% 0.148 2.9% 43% False True 1,273
20 5.868 5.020 0.848 16.3% 0.144 2.8% 21% False True 1,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.997
2.618 5.693
1.618 5.507
1.000 5.392
0.618 5.321
HIGH 5.206
0.618 5.135
0.500 5.113
0.382 5.091
LOW 5.020
0.618 4.905
1.000 4.834
1.618 4.719
2.618 4.533
4.250 4.230
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 5.170 5.180
PP 5.141 5.163
S1 5.113 5.145

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

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