NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 5.185 5.126 -0.059 -1.1% 5.250
High 5.283 5.189 -0.094 -1.8% 5.571
Low 5.126 4.961 -0.165 -3.2% 5.120
Close 5.185 4.984 -0.201 -3.9% 5.524
Range 0.157 0.228 0.071 45.2% 0.451
ATR 0.189 0.192 0.003 1.5% 0.000
Volume 1,931 1,535 -396 -20.5% 6,750
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.729 5.584 5.109
R3 5.501 5.356 5.047
R2 5.273 5.273 5.026
R1 5.128 5.128 5.005 5.087
PP 5.045 5.045 5.045 5.024
S1 4.900 4.900 4.963 4.859
S2 4.817 4.817 4.942
S3 4.589 4.672 4.921
S4 4.361 4.444 4.859
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 4.961 0.610 12.2% 0.247 5.0% 4% False True 1,678
10 5.571 4.961 0.610 12.2% 0.206 4.1% 4% False True 1,516
20 5.571 4.961 0.610 12.2% 0.167 3.4% 4% False True 1,392
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 0.043
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.158
2.618 5.786
1.618 5.558
1.000 5.417
0.618 5.330
HIGH 5.189
0.618 5.102
0.500 5.075
0.382 5.048
LOW 4.961
0.618 4.820
1.000 4.733
1.618 4.592
2.618 4.364
4.250 3.992
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 5.075 5.241
PP 5.045 5.155
S1 5.014 5.070

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

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