NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 5.103 5.203 0.100 2.0% 5.250
High 5.250 5.290 0.040 0.8% 5.281
Low 5.093 4.981 -0.112 -2.2% 4.550
Close 5.198 5.005 -0.193 -3.7% 4.707
Range 0.157 0.309 0.152 96.8% 0.731
ATR 0.237 0.242 0.005 2.2% 0.000
Volume 60,764 61,759 995 1.6% 92,428
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.019 5.821 5.175
R3 5.710 5.512 5.090
R2 5.401 5.401 5.062
R1 5.203 5.203 5.033 5.148
PP 5.092 5.092 5.092 5.064
S1 4.894 4.894 4.977 4.839
S2 4.783 4.783 4.948
S3 4.474 4.585 4.920
S4 4.165 4.276 4.835
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.039 6.604 5.109
R3 6.308 5.873 4.908
R2 5.577 5.577 4.841
R1 5.142 5.142 4.774 4.994
PP 4.846 4.846 4.846 4.772
S1 4.411 4.411 4.640 4.263
S2 4.115 4.115 4.573
S3 3.384 3.680 4.506
S4 2.653 2.949 4.305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.290 4.550 0.740 14.8% 0.239 4.8% 61% True False 37,137
10 5.370 4.550 0.820 16.4% 0.282 5.6% 55% False False 27,311
20 5.370 4.550 0.820 16.4% 0.233 4.7% 55% False False 19,919
40 6.242 4.550 1.692 33.8% 0.222 4.4% 27% False False 14,768
60 6.242 4.550 1.692 33.8% 0.217 4.3% 27% False False 12,137
80 6.242 4.550 1.692 33.8% 0.203 4.1% 27% False False 10,267
100 6.242 4.550 1.692 33.8% 0.191 3.8% 27% False False 8,786
120 6.242 4.550 1.692 33.8% 0.180 3.6% 27% False False 7,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.603
2.618 6.099
1.618 5.790
1.000 5.599
0.618 5.481
HIGH 5.290
0.618 5.172
0.500 5.136
0.382 5.099
LOW 4.981
0.618 4.790
1.000 4.672
1.618 4.481
2.618 4.172
4.250 3.668
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 5.136 5.028
PP 5.092 5.020
S1 5.049 5.013

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

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