NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 5.500 5.471 -0.029 -0.5% 5.775
High 5.500 5.471 -0.029 -0.5% 5.784
Low 5.387 5.425 0.038 0.7% 5.433
Close 5.411 5.440 0.029 0.5% 5.461
Range 0.113 0.046 -0.067 -59.3% 0.351
ATR
Volume 6,957 1,266 -5,691 -81.8% 7,451
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.583 5.558 5.465
R3 5.537 5.512 5.453
R2 5.491 5.491 5.448
R1 5.466 5.466 5.444 5.456
PP 5.445 5.445 5.445 5.440
S1 5.420 5.420 5.436 5.410
S2 5.399 5.399 5.432
S3 5.353 5.374 5.427
S4 5.307 5.328 5.415
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.612 6.388 5.654
R3 6.261 6.037 5.558
R2 5.910 5.910 5.525
R1 5.686 5.686 5.493 5.623
PP 5.559 5.559 5.559 5.528
S1 5.335 5.335 5.429 5.272
S2 5.208 5.208 5.397
S3 4.857 4.984 5.364
S4 4.506 4.633 5.268
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.625 5.387 0.238 4.4% 0.109 2.0% 22% False False 2,648
10 5.981 5.387 0.594 10.9% 0.129 2.4% 9% False False 2,170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.667
2.618 5.591
1.618 5.545
1.000 5.517
0.618 5.499
HIGH 5.471
0.618 5.453
0.500 5.448
0.382 5.443
LOW 5.425
0.618 5.397
1.000 5.379
1.618 5.351
2.618 5.305
4.250 5.230
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 5.448 5.488
PP 5.445 5.472
S1 5.443 5.456

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

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