NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 4.830 5.145 0.315 6.5% 5.280
High 5.143 5.275 0.132 2.6% 5.280
Low 4.820 5.145 0.325 6.7% 4.595
Close 5.134 5.228 0.094 1.8% 4.757
Range 0.323 0.130 -0.193 -59.8% 0.685
ATR 0.229 0.223 -0.006 -2.7% 0.000
Volume 13,634 23,266 9,632 70.6% 73,002
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.606 5.547 5.300
R3 5.476 5.417 5.264
R2 5.346 5.346 5.252
R1 5.287 5.287 5.240 5.317
PP 5.216 5.216 5.216 5.231
S1 5.157 5.157 5.216 5.187
S2 5.086 5.086 5.204
S3 4.956 5.027 5.192
S4 4.826 4.897 5.157
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.932 6.530 5.134
R3 6.247 5.845 4.945
R2 5.562 5.562 4.883
R1 5.160 5.160 4.820 5.019
PP 4.877 4.877 4.877 4.807
S1 4.475 4.475 4.694 4.334
S2 4.192 4.192 4.631
S3 3.507 3.790 4.569
S4 2.822 3.105 4.380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.275 4.595 0.680 13.0% 0.207 4.0% 93% True False 17,751
10 5.389 4.595 0.794 15.2% 0.248 4.7% 80% False False 14,772
20 5.389 4.595 0.794 15.2% 0.211 4.0% 80% False False 12,542
40 6.180 4.595 1.585 30.3% 0.203 3.9% 40% False False 10,390
60 6.180 4.595 1.585 30.3% 0.195 3.7% 40% False False 9,049
80 6.180 4.595 1.585 30.3% 0.183 3.5% 40% False False 7,606
100 6.180 4.595 1.585 30.3% 0.172 3.3% 40% False False 6,530
120 6.180 4.595 1.585 30.3% 0.163 3.1% 40% False False 5,805
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.035
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.828
2.618 5.615
1.618 5.485
1.000 5.405
0.618 5.355
HIGH 5.275
0.618 5.225
0.500 5.210
0.382 5.195
LOW 5.145
0.618 5.065
1.000 5.015
1.618 4.935
2.618 4.805
4.250 4.593
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 5.222 5.143
PP 5.216 5.058
S1 5.210 4.973

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

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