NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 5.516 5.185 -0.331 -6.0% 5.250
High 5.520 5.283 -0.237 -4.3% 5.571
Low 5.261 5.126 -0.135 -2.6% 5.120
Close 5.282 5.185 -0.097 -1.8% 5.524
Range 0.259 0.157 -0.102 -39.4% 0.451
ATR 0.192 0.189 -0.002 -1.3% 0.000
Volume 1,211 1,931 720 59.5% 6,750
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.669 5.584 5.271
R3 5.512 5.427 5.228
R2 5.355 5.355 5.214
R1 5.270 5.270 5.199 5.264
PP 5.198 5.198 5.198 5.195
S1 5.113 5.113 5.171 5.107
S2 5.041 5.041 5.156
S3 4.884 4.956 5.142
S4 4.727 4.799 5.099
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.758 6.592 5.772
R3 6.307 6.141 5.648
R2 5.856 5.856 5.607
R1 5.690 5.690 5.565 5.773
PP 5.405 5.405 5.405 5.447
S1 5.239 5.239 5.483 5.322
S2 4.954 4.954 5.441
S3 4.503 4.788 5.400
S4 4.052 4.337 5.276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.571 5.120 0.451 8.7% 0.231 4.5% 14% False False 1,579
10 5.571 5.020 0.551 10.6% 0.199 3.8% 30% False False 1,486
20 5.571 5.020 0.551 10.6% 0.162 3.1% 30% False False 1,472
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 0.039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.950
2.618 5.694
1.618 5.537
1.000 5.440
0.618 5.380
HIGH 5.283
0.618 5.223
0.500 5.205
0.382 5.186
LOW 5.126
0.618 5.029
1.000 4.969
1.618 4.872
2.618 4.715
4.250 4.459
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 5.205 5.349
PP 5.198 5.294
S1 5.192 5.240

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

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