NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 4.733 5.054 0.321 6.8% 5.261
High 5.090 5.222 0.132 2.6% 5.261
Low 4.733 5.054 0.321 6.8% 4.520
Close 5.057 5.173 0.116 2.3% 4.672
Range 0.357 0.168 -0.189 -52.9% 0.741
ATR 0.251 0.245 -0.006 -2.4% 0.000
Volume 19,064 58,599 39,535 207.4% 129,445
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.654 5.581 5.265
R3 5.486 5.413 5.219
R2 5.318 5.318 5.204
R1 5.245 5.245 5.188 5.282
PP 5.150 5.150 5.150 5.168
S1 5.077 5.077 5.158 5.114
S2 4.982 4.982 5.142
S3 4.814 4.909 5.127
S4 4.646 4.741 5.081
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.041 6.597 5.080
R3 6.300 5.856 4.876
R2 5.559 5.559 4.808
R1 5.115 5.115 4.740 4.967
PP 4.818 4.818 4.818 4.743
S1 4.374 4.374 4.604 4.226
S2 4.077 4.077 4.536
S3 3.336 3.633 4.468
S4 2.595 2.892 4.264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.222 4.520 0.702 13.6% 0.236 4.6% 93% True False 33,006
10 5.351 4.520 0.831 16.1% 0.282 5.4% 79% False False 27,437
20 5.351 4.520 0.831 16.1% 0.238 4.6% 79% False False 21,843
40 6.300 4.520 1.780 34.4% 0.231 4.5% 37% False False 15,216
60 6.300 4.520 1.780 34.4% 0.223 4.3% 37% False False 11,731
80 6.300 4.520 1.780 34.4% 0.205 4.0% 37% False False 9,352
100 6.300 4.520 1.780 34.4% 0.194 3.7% 37% False False 7,788
120 6.300 4.520 1.780 34.4% 0.181 3.5% 37% False False 6,640
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 False
Stretch 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.936
2.618 5.662
1.618 5.494
1.000 5.390
0.618 5.326
HIGH 5.222
0.618 5.158
0.500 5.138
0.382 5.118
LOW 5.054
0.618 4.950
1.000 4.886
1.618 4.782
2.618 4.614
4.250 4.340
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 5.161 5.075
PP 5.150 4.976
S1 5.138 4.878

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

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