NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 5.015 4.965 -0.050 -1.0% 5.516
High 5.015 5.035 0.020 0.4% 5.520
Low 4.848 4.928 0.080 1.7% 4.848
Close 4.882 4.991 0.109 2.2% 4.991
Range 0.167 0.107 -0.060 -35.9% 0.672
ATR 0.190 0.188 -0.003 -1.4% 0.000
Volume 1,928 3,470 1,542 80.0% 10,075
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.306 5.255 5.050
R3 5.199 5.148 5.020
R2 5.092 5.092 5.011
R1 5.041 5.041 5.001 5.067
PP 4.985 4.985 4.985 4.997
S1 4.934 4.934 4.981 4.960
S2 4.878 4.878 4.971
S3 4.771 4.827 4.962
S4 4.664 4.720 4.932
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.136 6.735 5.361
R3 6.464 6.063 5.176
R2 5.792 5.792 5.114
R1 5.391 5.391 5.053 5.256
PP 5.120 5.120 5.120 5.052
S1 4.719 4.719 4.929 4.584
S2 4.448 4.448 4.868
S3 3.776 4.047 4.806
S4 3.104 3.375 4.621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.520 4.848 0.672 13.5% 0.184 3.7% 21% False False 2,015
10 5.571 4.848 0.723 14.5% 0.199 4.0% 20% False False 1,790
20 5.571 4.848 0.723 14.5% 0.169 3.4% 20% False False 1,539
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.040
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.490
2.618 5.315
1.618 5.208
1.000 5.142
0.618 5.101
HIGH 5.035
0.618 4.994
0.500 4.982
0.382 4.969
LOW 4.928
0.618 4.862
1.000 4.821
1.618 4.755
2.618 4.648
4.250 4.473
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 4.988 5.019
PP 4.985 5.009
S1 4.982 5.000

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

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