NYMEX Natural Gas Future September 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 5.266 5.393 0.127 2.4% 5.476
High 5.345 5.463 0.118 2.2% 5.534
Low 5.175 5.335 0.160 3.1% 5.175
Close 5.337 5.377 0.040 0.7% 5.337
Range 0.170 0.128 -0.042 -24.7% 0.359
ATR 0.155 0.153 -0.002 -1.3% 0.000
Volume 1,046 1,151 105 10.0% 5,686
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.776 5.704 5.447
R3 5.648 5.576 5.412
R2 5.520 5.520 5.400
R1 5.448 5.448 5.389 5.420
PP 5.392 5.392 5.392 5.378
S1 5.320 5.320 5.365 5.292
S2 5.264 5.264 5.354
S3 5.136 5.192 5.342
S4 5.008 5.064 5.307
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.426 6.240 5.534
R3 6.067 5.881 5.436
R2 5.708 5.708 5.403
R1 5.522 5.522 5.370 5.436
PP 5.349 5.349 5.349 5.305
S1 5.163 5.163 5.304 5.077
S2 4.990 4.990 5.271
S3 4.631 4.804 5.238
S4 4.272 4.445 5.140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.534 5.175 0.359 6.7% 0.144 2.7% 56% False False 1,170
10 5.534 5.175 0.359 6.7% 0.123 2.3% 56% False False 1,778
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 0.018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.007
2.618 5.798
1.618 5.670
1.000 5.591
0.618 5.542
HIGH 5.463
0.618 5.414
0.500 5.399
0.382 5.384
LOW 5.335
0.618 5.256
1.000 5.207
1.618 5.128
2.618 5.000
4.250 4.791
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 5.399 5.358
PP 5.392 5.338
S1 5.384 5.319

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

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