NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 5.078 5.360 0.282 5.6% 4.830
High 5.421 5.465 0.044 0.8% 5.465
Low 4.971 5.256 0.285 5.7% 4.820
Close 5.402 5.299 -0.103 -1.9% 5.299
Range 0.450 0.209 -0.241 -53.6% 0.645
ATR 0.244 0.241 -0.002 -1.0% 0.000
Volume 20,221 27,334 7,113 35.2% 114,779
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.967 5.842 5.414
R3 5.758 5.633 5.356
R2 5.549 5.549 5.337
R1 5.424 5.424 5.318 5.382
PP 5.340 5.340 5.340 5.319
S1 5.215 5.215 5.280 5.173
S2 5.131 5.131 5.261
S3 4.922 5.006 5.242
S4 4.713 4.797 5.184
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.130 6.859 5.654
R3 6.485 6.214 5.476
R2 5.840 5.840 5.417
R1 5.569 5.569 5.358 5.705
PP 5.195 5.195 5.195 5.262
S1 4.924 4.924 5.240 5.060
S2 4.550 4.550 5.181
S3 3.905 4.279 5.122
S4 3.260 3.634 4.944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.465 4.820 0.645 12.2% 0.282 5.3% 74% True False 22,955
10 5.465 4.595 0.870 16.4% 0.245 4.6% 81% True False 18,778
20 5.465 4.595 0.870 16.4% 0.238 4.5% 81% True False 14,937
40 6.180 4.595 1.585 29.9% 0.209 3.9% 44% False False 11,749
60 6.180 4.595 1.585 29.9% 0.199 3.8% 44% False False 10,062
80 6.180 4.595 1.585 29.9% 0.192 3.6% 44% False False 8,494
100 6.180 4.595 1.585 29.9% 0.178 3.4% 44% False False 7,244
120 6.180 4.595 1.585 29.9% 0.168 3.2% 44% False False 6,415
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.353
2.618 6.012
1.618 5.803
1.000 5.674
0.618 5.594
HIGH 5.465
0.618 5.385
0.500 5.361
0.382 5.336
LOW 5.256
0.618 5.127
1.000 5.047
1.618 4.918
2.618 4.709
4.250 4.368
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 5.361 5.272
PP 5.340 5.245
S1 5.320 5.218

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

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