NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 4.889 4.855 -0.034 -0.7% 4.920
High 4.971 5.248 0.277 5.6% 5.147
Low 4.769 4.853 0.084 1.8% 4.655
Close 4.855 5.235 0.380 7.8% 4.845
Range 0.202 0.395 0.193 95.5% 0.492
ATR 0.206 0.220 0.013 6.6% 0.000
Volume 20,220 21,957 1,737 8.6% 81,541
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.297 6.161 5.452
R3 5.902 5.766 5.344
R2 5.507 5.507 5.307
R1 5.371 5.371 5.271 5.439
PP 5.112 5.112 5.112 5.146
S1 4.976 4.976 5.199 5.044
S2 4.717 4.717 5.163
S3 4.322 4.581 5.126
S4 3.927 4.186 5.018
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.358 6.094 5.116
R3 5.866 5.602 4.980
R2 5.374 5.374 4.935
R1 5.110 5.110 4.890 4.996
PP 4.882 4.882 4.882 4.826
S1 4.618 4.618 4.800 4.504
S2 4.390 4.390 4.755
S3 3.898 4.126 4.710
S4 3.406 3.634 4.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.248 4.655 0.593 11.3% 0.233 4.4% 98% True False 17,886
10 5.248 4.655 0.593 11.3% 0.222 4.2% 98% True False 17,125
20 5.653 4.655 0.998 19.1% 0.212 4.0% 58% False False 14,998
40 6.300 4.655 1.645 31.4% 0.217 4.1% 35% False False 10,800
60 6.300 4.655 1.645 31.4% 0.216 4.1% 35% False False 8,182
80 6.300 4.655 1.645 31.4% 0.191 3.6% 35% False False 6,606
100 6.300 4.655 1.645 31.4% 0.181 3.5% 35% False False 5,531
120 6.487 4.655 1.832 35.0% 0.174 3.3% 32% False False 4,777
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 6.927
2.618 6.282
1.618 5.887
1.000 5.643
0.618 5.492
HIGH 5.248
0.618 5.097
0.500 5.051
0.382 5.004
LOW 4.853
0.618 4.609
1.000 4.458
1.618 4.214
2.618 3.819
4.250 3.174
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 5.174 5.160
PP 5.112 5.084
S1 5.051 5.009

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

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