NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 5.126 5.015 -0.111 -2.2% 5.250
High 5.189 5.015 -0.174 -3.4% 5.571
Low 4.961 4.848 -0.113 -2.3% 5.120
Close 4.984 4.882 -0.102 -2.0% 5.524
Range 0.228 0.167 -0.061 -26.8% 0.451
ATR 0.192 0.190 -0.002 -0.9% 0.000
Volume 1,535 1,928 393 25.6% 6,750
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.416 5.316 4.974
R3 5.249 5.149 4.928
R2 5.082 5.082 4.913
R1 4.982 4.982 4.897 4.949
PP 4.915 4.915 4.915 4.898
S1 4.815 4.815 4.867 4.782
S2 4.748 4.748 4.851
S3 4.581 4.648 4.836
S4 4.414 4.481 4.790
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 4.848 0.723 14.8% 0.223 4.6% 5% False True 1,678
10 5.571 4.848 0.723 14.8% 0.204 4.2% 5% False True 1,598
20 5.571 4.848 0.723 14.8% 0.171 3.5% 5% False True 1,443
Crabel Price Patterns
NR True
NR4 False
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.725
2.618 5.452
1.618 5.285
1.000 5.182
0.618 5.118
HIGH 5.015
0.618 4.951
0.500 4.932
0.382 4.912
LOW 4.848
0.618 4.745
1.000 4.681
1.618 4.578
2.618 4.411
4.250 4.138
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 4.932 5.066
PP 4.915 5.004
S1 4.899 4.943

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

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