NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 5.261 5.476 0.215 4.1% 5.410
High 5.340 5.500 0.160 3.0% 5.589
Low 5.257 5.306 0.049 0.9% 5.257
Close 5.308 5.476 0.168 3.2% 5.308
Range 0.083 0.194 0.111 133.7% 0.332
ATR 0.000 0.153 0.153 0.000
Volume 1,484 984 -500 -33.7% 12,796
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.009 5.937 5.583
R3 5.815 5.743 5.529
R2 5.621 5.621 5.512
R1 5.549 5.549 5.494 5.573
PP 5.427 5.427 5.427 5.440
S1 5.355 5.355 5.458 5.379
S2 5.233 5.233 5.440
S3 5.039 5.161 5.423
S4 4.845 4.967 5.369
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.381 6.176 5.491
R3 6.049 5.844 5.399
R2 5.717 5.717 5.369
R1 5.512 5.512 5.338 5.449
PP 5.385 5.385 5.385 5.353
S1 5.180 5.180 5.278 5.117
S2 5.053 5.053 5.247
S3 4.721 4.848 5.217
S4 4.389 4.516 5.125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.500 5.257 0.243 4.4% 0.103 1.9% 90% True False 2,385
10 5.668 5.257 0.411 7.5% 0.109 2.0% 53% False False 1,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6.325
2.618 6.008
1.618 5.814
1.000 5.694
0.618 5.620
HIGH 5.500
0.618 5.426
0.500 5.403
0.382 5.380
LOW 5.306
0.618 5.186
1.000 5.112
1.618 4.992
2.618 4.798
4.250 4.482
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 5.452 5.444
PP 5.427 5.411
S1 5.403 5.379

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

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