NYMEX Natural Gas Future September 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 5.327 5.288 -0.039 -0.7% 5.393
High 5.421 5.288 -0.133 -2.5% 5.712
Low 5.280 5.115 -0.165 -3.1% 5.274
Close 5.327 5.124 -0.203 -3.8% 5.655
Range 0.141 0.173 0.032 22.7% 0.438
ATR 0.180 0.182 0.002 1.3% 0.000
Volume 1,207 1,597 390 32.3% 3,778
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.695 5.582 5.219
R3 5.522 5.409 5.172
R2 5.349 5.349 5.156
R1 5.236 5.236 5.140 5.206
PP 5.176 5.176 5.176 5.161
S1 5.063 5.063 5.108 5.033
S2 5.003 5.003 5.092
S3 4.830 4.890 5.076
S4 4.657 4.717 5.029
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 5.115 0.597 11.7% 0.204 4.0% 2% False True 1,064
10 5.712 5.115 0.597 11.7% 0.173 3.4% 2% False True 1,011
20 5.712 5.115 0.597 11.7% 0.144 2.8% 2% False True 1,492
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.023
2.618 5.741
1.618 5.568
1.000 5.461
0.618 5.395
HIGH 5.288
0.618 5.222
0.500 5.202
0.382 5.181
LOW 5.115
0.618 5.008
1.000 4.942
1.618 4.835
2.618 4.662
4.250 4.380
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 5.202 5.313
PP 5.176 5.250
S1 5.150 5.187

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

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