NYMEX Natural Gas Future April 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 4.931 4.983 0.052 1.1% 5.010
High 4.948 5.118 0.170 3.4% 5.148
Low 4.811 4.890 0.079 1.6% 4.811
Close 4.916 5.091 0.175 3.6% 4.916
Range 0.137 0.228 0.091 66.4% 0.337
ATR 0.182 0.185 0.003 1.8% 0.000
Volume 10,650 10,093 -557 -5.2% 50,299
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.717 5.632 5.216
R3 5.489 5.404 5.154
R2 5.261 5.261 5.133
R1 5.176 5.176 5.112 5.219
PP 5.033 5.033 5.033 5.054
S1 4.948 4.948 5.070 4.991
S2 4.805 4.805 5.049
S3 4.577 4.720 5.028
S4 4.349 4.492 4.966
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.969 5.780 5.101
R3 5.632 5.443 5.009
R2 5.295 5.295 4.978
R1 5.106 5.106 4.947 5.032
PP 4.958 4.958 4.958 4.922
S1 4.769 4.769 4.885 4.695
S2 4.621 4.621 4.854
S3 4.284 4.432 4.823
S4 3.947 4.095 4.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.118 4.811 0.307 6.0% 0.159 3.1% 91% True False 10,143
10 5.296 4.811 0.485 9.5% 0.158 3.1% 58% False False 9,500
20 6.180 4.811 1.369 26.9% 0.177 3.5% 20% False False 8,883
40 6.180 4.811 1.369 26.9% 0.180 3.5% 20% False False 7,904
60 6.180 4.775 1.405 27.6% 0.181 3.5% 22% False False 6,627
80 6.180 4.775 1.405 27.6% 0.164 3.2% 22% False False 5,483
100 6.180 4.775 1.405 27.6% 0.155 3.0% 22% False False 4,880
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 0.029
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.087
2.618 5.715
1.618 5.487
1.000 5.346
0.618 5.259
HIGH 5.118
0.618 5.031
0.500 5.004
0.382 4.977
LOW 4.890
0.618 4.749
1.000 4.662
1.618 4.521
2.618 4.293
4.250 3.921
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 5.062 5.049
PP 5.033 5.007
S1 5.004 4.965

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

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