NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 5.476 5.532 0.056 1.0% 5.410
High 5.500 5.534 0.034 0.6% 5.589
Low 5.306 5.390 0.084 1.6% 5.257
Close 5.476 5.416 -0.060 -1.1% 5.308
Range 0.194 0.144 -0.050 -25.8% 0.332
ATR 0.153 0.152 -0.001 -0.4% 0.000
Volume 984 1,602 618 62.8% 12,796
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.879 5.791 5.495
R3 5.735 5.647 5.456
R2 5.591 5.591 5.442
R1 5.503 5.503 5.429 5.475
PP 5.447 5.447 5.447 5.433
S1 5.359 5.359 5.403 5.331
S2 5.303 5.303 5.390
S3 5.159 5.215 5.376
S4 5.015 5.071 5.337
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.381 6.176 5.491
R3 6.049 5.844 5.399
R2 5.717 5.717 5.369
R1 5.512 5.512 5.338 5.449
PP 5.385 5.385 5.385 5.353
S1 5.180 5.180 5.278 5.117
S2 5.053 5.053 5.247
S3 4.721 4.848 5.217
S4 4.389 4.516 5.125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.534 5.257 0.277 5.1% 0.109 2.0% 57% True False 1,314
10 5.633 5.257 0.376 6.9% 0.114 2.1% 42% False False 1,972
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 True
Stretch 0.008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.146
2.618 5.911
1.618 5.767
1.000 5.678
0.618 5.623
HIGH 5.534
0.618 5.479
0.500 5.462
0.382 5.445
LOW 5.390
0.618 5.301
1.000 5.246
1.618 5.157
2.618 5.013
4.250 4.778
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 5.462 5.409
PP 5.447 5.402
S1 5.431 5.396

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

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