NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 4.891 4.944 0.053 1.1% 5.051
High 4.938 5.105 0.167 3.4% 5.132
Low 4.790 4.869 0.079 1.6% 4.790
Close 4.900 5.081 0.181 3.7% 4.900
Range 0.148 0.236 0.088 59.5% 0.342
ATR 0.197 0.200 0.003 1.4% 0.000
Volume 15,262 12,439 -2,823 -18.5% 70,887
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.726 5.640 5.211
R3 5.490 5.404 5.146
R2 5.254 5.254 5.124
R1 5.168 5.168 5.103 5.211
PP 5.018 5.018 5.018 5.040
S1 4.932 4.932 5.059 4.975
S2 4.782 4.782 5.038
S3 4.546 4.696 5.016
S4 4.310 4.460 4.951
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.967 5.775 5.088
R3 5.625 5.433 4.994
R2 5.283 5.283 4.963
R1 5.091 5.091 4.931 5.016
PP 4.941 4.941 4.941 4.903
S1 4.749 4.749 4.869 4.674
S2 4.599 4.599 4.837
S3 4.257 4.407 4.806
S4 3.915 4.065 4.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.105 4.790 0.315 6.2% 0.162 3.2% 92% True False 13,575
10 5.330 4.790 0.540 10.6% 0.178 3.5% 54% False False 12,853
20 6.242 4.790 1.452 28.6% 0.198 3.9% 20% False False 10,581
40 6.242 4.790 1.452 28.6% 0.202 4.0% 20% False False 8,816
60 6.242 4.733 1.509 29.7% 0.197 3.9% 23% False False 7,722
80 6.242 4.733 1.509 29.7% 0.180 3.6% 23% False False 6,468
100 6.242 4.733 1.509 29.7% 0.171 3.4% 23% False False 5,692
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.108
2.618 5.723
1.618 5.487
1.000 5.341
0.618 5.251
HIGH 5.105
0.618 5.015
0.500 4.987
0.382 4.959
LOW 4.869
0.618 4.723
1.000 4.633
1.618 4.487
2.618 4.251
4.250 3.866
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 5.050 5.037
PP 5.018 4.992
S1 4.987 4.948

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

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