NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 5.250 5.225 -0.025 -0.5% 5.214
High 5.331 5.270 -0.061 -1.1% 5.413
Low 5.187 5.120 -0.067 -1.3% 5.020
Close 5.239 5.171 -0.068 -1.3% 5.198
Range 0.144 0.150 0.006 4.2% 0.393
ATR 0.166 0.164 -0.001 -0.7% 0.000
Volume 1,996 1,039 -957 -47.9% 6,169
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.637 5.554 5.254
R3 5.487 5.404 5.212
R2 5.337 5.337 5.199
R1 5.254 5.254 5.185 5.221
PP 5.187 5.187 5.187 5.170
S1 5.104 5.104 5.157 5.071
S2 5.037 5.037 5.144
S3 4.887 4.954 5.130
S4 4.737 4.804 5.089
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 5.331 5.020 0.311 6.0% 0.166 3.2% 49% False False 1,354
10 5.413 5.020 0.393 7.6% 0.149 2.9% 38% False False 1,230
20 5.868 5.020 0.848 16.4% 0.149 2.9% 18% False False 1,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.908
2.618 5.663
1.618 5.513
1.000 5.420
0.618 5.363
HIGH 5.270
0.618 5.213
0.500 5.195
0.382 5.177
LOW 5.120
0.618 5.027
1.000 4.970
1.618 4.877
2.618 4.727
4.250 4.483
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 5.195 5.176
PP 5.187 5.174
S1 5.179 5.173

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

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