NYMEX Natural Gas Future February 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 4.914 4.792 -0.122 -2.5% 4.925
High 4.980 4.873 -0.107 -2.1% 5.351
Low 4.756 4.600 -0.156 -3.3% 4.769
Close 4.845 4.621 -0.224 -4.6% 5.261
Range 0.224 0.273 0.049 21.9% 0.582
ATR 0.244 0.246 0.002 0.9% 0.000
Volume 27,566 32,958 5,392 19.6% 80,464
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.517 5.342 4.771
R3 5.244 5.069 4.696
R2 4.971 4.971 4.671
R1 4.796 4.796 4.646 4.747
PP 4.698 4.698 4.698 4.674
S1 4.523 4.523 4.596 4.474
S2 4.425 4.425 4.571
S3 4.152 4.250 4.546
S4 3.879 3.977 4.471
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.873 6.649 5.581
R3 6.291 6.067 5.421
R2 5.709 5.709 5.368
R1 5.485 5.485 5.314 5.597
PP 5.127 5.127 5.127 5.183
S1 4.903 4.903 5.208 5.015
S2 4.545 4.545 5.154
S3 3.963 4.321 5.101
S4 3.381 3.739 4.941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.351 4.600 0.751 16.3% 0.341 7.4% 3% False True 24,416
10 5.351 4.600 0.751 16.3% 0.278 6.0% 3% False True 20,514
20 5.351 4.600 0.751 16.3% 0.233 5.0% 3% False True 17,879
40 6.300 4.600 1.700 36.8% 0.223 4.8% 1% False True 12,670
60 6.300 4.600 1.700 36.8% 0.227 4.9% 1% False True 9,680
80 6.300 4.600 1.700 36.8% 0.199 4.3% 1% False True 7,771
100 6.300 4.600 1.700 36.8% 0.192 4.2% 1% False True 6,502
120 6.487 4.600 1.887 40.8% 0.179 3.9% 1% False True 5,575
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 0.055
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.033
2.618 5.588
1.618 5.315
1.000 5.146
0.618 5.042
HIGH 4.873
0.618 4.769
0.500 4.737
0.382 4.704
LOW 4.600
0.618 4.431
1.000 4.327
1.618 4.158
2.618 3.885
4.250 3.440
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 4.737 4.931
PP 4.698 4.827
S1 4.660 4.724

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

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