NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 5.655 5.510 -0.145 -2.6% 5.393
High 5.712 5.510 -0.202 -3.5% 5.712
Low 5.367 5.405 0.038 0.7% 5.274
Close 5.655 5.417 -0.238 -4.2% 5.655
Range 0.345 0.105 -0.240 -69.6% 0.438
ATR 0.178 0.183 0.005 2.9% 0.000
Volume 1,235 437 -798 -64.6% 3,778
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.759 5.693 5.475
R3 5.654 5.588 5.446
R2 5.549 5.549 5.436
R1 5.483 5.483 5.427 5.464
PP 5.444 5.444 5.444 5.434
S1 5.378 5.378 5.407 5.359
S2 5.339 5.339 5.398
S3 5.234 5.273 5.388
S4 5.129 5.168 5.359
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.861 6.696 5.896
R3 6.423 6.258 5.775
R2 5.985 5.985 5.735
R1 5.820 5.820 5.695 5.903
PP 5.547 5.547 5.547 5.588
S1 5.382 5.382 5.615 5.465
S2 5.109 5.109 5.575
S3 4.671 4.944 5.535
S4 4.233 4.506 5.414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.712 5.274 0.438 8.1% 0.194 3.6% 33% False False 843
10 5.712 5.175 0.537 9.9% 0.175 3.2% 45% False False 990
20 5.784 5.175 0.609 11.2% 0.141 2.6% 40% False False 1,507
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.956
2.618 5.785
1.618 5.680
1.000 5.615
0.618 5.575
HIGH 5.510
0.618 5.470
0.500 5.458
0.382 5.445
LOW 5.405
0.618 5.340
1.000 5.300
1.618 5.235
2.618 5.130
4.250 4.959
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 5.458 5.540
PP 5.444 5.499
S1 5.431 5.458

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

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