NYMEX Natural Gas Future September 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 5.288 5.146 -0.142 -2.7% 5.393
High 5.288 5.146 -0.142 -2.7% 5.712
Low 5.115 4.970 -0.145 -2.8% 5.274
Close 5.124 5.016 -0.108 -2.1% 5.655
Range 0.173 0.176 0.003 1.7% 0.438
ATR 0.182 0.182 0.000 -0.2% 0.000
Volume 1,597 5,143 3,546 222.0% 3,778
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.572 5.470 5.113
R3 5.396 5.294 5.064
R2 5.220 5.220 5.048
R1 5.118 5.118 5.032 5.081
PP 5.044 5.044 5.044 5.026
S1 4.942 4.942 5.000 4.905
S2 4.868 4.868 4.984
S3 4.692 4.766 4.968
S4 4.516 4.590 4.919
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 4.970 0.742 14.8% 0.188 3.7% 6% False True 1,923
10 5.712 4.970 0.742 14.8% 0.177 3.5% 6% False True 1,421
20 5.712 4.970 0.742 14.8% 0.148 2.9% 6% False True 1,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 5.894
2.618 5.607
1.618 5.431
1.000 5.322
0.618 5.255
HIGH 5.146
0.618 5.079
0.500 5.058
0.382 5.037
LOW 4.970
0.618 4.861
1.000 4.794
1.618 4.685
2.618 4.509
4.250 4.222
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 5.058 5.196
PP 5.044 5.136
S1 5.030 5.076

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

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