NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 5.117 5.100 -0.017 -0.3% 5.440
High 5.200 5.120 -0.080 -1.5% 5.440
Low 5.010 5.001 -0.009 -0.2% 5.071
Close 5.193 5.030 -0.163 -3.1% 5.106
Range 0.190 0.119 -0.071 -37.4% 0.369
ATR 0.180 0.181 0.001 0.5% 0.000
Volume 4,097 5,555 1,458 35.6% 20,624
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.407 5.338 5.095
R3 5.288 5.219 5.063
R2 5.169 5.169 5.052
R1 5.100 5.100 5.041 5.075
PP 5.050 5.050 5.050 5.038
S1 4.981 4.981 5.019 4.956
S2 4.931 4.931 5.008
S3 4.812 4.862 4.997
S4 4.693 4.743 4.965
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.313 6.078 5.309
R3 5.944 5.709 5.207
R2 5.575 5.575 5.174
R1 5.340 5.340 5.140 5.273
PP 5.206 5.206 5.206 5.172
S1 4.971 4.971 5.072 4.904
S2 4.837 4.837 5.038
S3 4.468 4.602 5.005
S4 4.099 4.233 4.903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.370 5.001 0.369 7.3% 0.150 3.0% 8% False True 3,974
10 5.702 5.001 0.701 13.9% 0.167 3.3% 4% False True 4,240
20 6.200 5.001 1.199 23.8% 0.168 3.3% 2% False True 3,407
40 6.200 5.001 1.199 23.8% 0.162 3.2% 2% False True 2,729
60 6.200 4.869 1.331 26.5% 0.150 3.0% 12% False False 2,112
80 6.200 4.869 1.331 26.5% 0.140 2.8% 12% False False 1,714
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.626
2.618 5.432
1.618 5.313
1.000 5.239
0.618 5.194
HIGH 5.120
0.618 5.075
0.500 5.061
0.382 5.046
LOW 5.001
0.618 4.927
1.000 4.882
1.618 4.808
2.618 4.689
4.250 4.495
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 5.061 5.101
PP 5.050 5.077
S1 5.040 5.054

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

View Archives - Comment on this page... - Back to Index of Symbols