NYMEX Natural Gas Future August 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 5.064 5.045 -0.019 -0.4% 5.320
High 5.269 5.046 -0.223 -4.2% 5.658
Low 5.051 4.920 -0.131 -2.6% 5.207
Close 5.064 4.961 -0.103 -2.0% 5.602
Range 0.218 0.126 -0.092 -42.2% 0.451
ATR
Volume 2,167 2,029 -138 -6.4% 5,629
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.354 5.283 5.030
R3 5.228 5.157 4.996
R2 5.102 5.102 4.984
R1 5.031 5.031 4.973 5.004
PP 4.976 4.976 4.976 4.962
S1 4.905 4.905 4.949 4.878
S2 4.850 4.850 4.938
S3 4.724 4.779 4.926
S4 4.598 4.653 4.892
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.842 6.673 5.850
R3 6.391 6.222 5.726
R2 5.940 5.940 5.685
R1 5.771 5.771 5.643 5.856
PP 5.489 5.489 5.489 5.531
S1 5.320 5.320 5.561 5.405
S2 5.038 5.038 5.519
S3 4.587 4.869 5.478
S4 4.136 4.418 5.354
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.658 4.920 0.738 14.9% 0.202 4.1% 6% False True 1,680
10 5.658 4.920 0.738 14.9% 0.190 3.8% 6% False True 1,604
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.027
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.582
2.618 5.376
1.618 5.250
1.000 5.172
0.618 5.124
HIGH 5.046
0.618 4.998
0.500 4.983
0.382 4.968
LOW 4.920
0.618 4.842
1.000 4.794
1.618 4.716
2.618 4.590
4.250 4.385
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 4.983 5.142
PP 4.976 5.081
S1 4.968 5.021

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

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