NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 5.105 5.250 0.145 2.8% 5.214
High 5.206 5.331 0.125 2.4% 5.413
Low 5.020 5.187 0.167 3.3% 5.020
Close 5.198 5.239 0.041 0.8% 5.198
Range 0.186 0.144 -0.042 -22.6% 0.393
ATR 0.167 0.166 -0.002 -1.0% 0.000
Volume 1,077 1,996 919 85.3% 6,169
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.684 5.606 5.318
R3 5.540 5.462 5.279
R2 5.396 5.396 5.265
R1 5.318 5.318 5.252 5.285
PP 5.252 5.252 5.252 5.236
S1 5.174 5.174 5.226 5.141
S2 5.108 5.108 5.213
S3 4.964 5.030 5.199
S4 4.820 4.886 5.160
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.389 6.187 5.414
R3 5.996 5.794 5.306
R2 5.603 5.603 5.270
R1 5.401 5.401 5.234 5.306
PP 5.210 5.210 5.210 5.163
S1 5.008 5.008 5.162 4.913
S2 4.817 4.817 5.126
S3 4.424 4.615 5.090
S4 4.031 4.222 4.982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.413 5.020 0.393 7.5% 0.167 3.2% 56% False False 1,392
10 5.413 5.020 0.393 7.5% 0.143 2.7% 56% False False 1,286
20 5.868 5.020 0.848 16.2% 0.146 2.8% 26% False False 1,522
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.038
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.943
2.618 5.708
1.618 5.564
1.000 5.475
0.618 5.420
HIGH 5.331
0.618 5.276
0.500 5.259
0.382 5.242
LOW 5.187
0.618 5.098
1.000 5.043
1.618 4.954
2.618 4.810
4.250 4.575
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 5.259 5.218
PP 5.252 5.197
S1 5.246 5.176

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

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