NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 5.963 5.938 -0.025 -0.4% 6.220
High 5.995 5.938 -0.057 -1.0% 6.487
Low 5.870 5.841 -0.029 -0.5% 6.120
Close 5.938 5.899 -0.039 -0.7% 6.136
Range 0.125 0.097 -0.028 -22.4% 0.367
ATR 0.183 0.176 -0.006 -3.3% 0.000
Volume 1,418 594 -824 -58.1% 5,646
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.184 6.138 5.952
R3 6.087 6.041 5.926
R2 5.990 5.990 5.917
R1 5.944 5.944 5.908 5.919
PP 5.893 5.893 5.893 5.880
S1 5.847 5.847 5.890 5.822
S2 5.796 5.796 5.881
S3 5.699 5.750 5.872
S4 5.602 5.653 5.846
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.349 7.109 6.338
R3 6.982 6.742 6.237
R2 6.615 6.615 6.203
R1 6.375 6.375 6.170 6.312
PP 6.248 6.248 6.248 6.216
S1 6.008 6.008 6.102 5.945
S2 5.881 5.881 6.069
S3 5.514 5.641 6.035
S4 5.147 5.274 5.934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.400 5.841 0.559 9.5% 0.150 2.5% 10% False True 784
10 6.487 5.841 0.646 11.0% 0.166 2.8% 9% False True 1,014
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.012
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.350
2.618 6.192
1.618 6.095
1.000 6.035
0.618 5.998
HIGH 5.938
0.618 5.901
0.500 5.890
0.382 5.878
LOW 5.841
0.618 5.781
1.000 5.744
1.618 5.684
2.618 5.587
4.250 5.429
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 5.896 5.968
PP 5.893 5.945
S1 5.890 5.922

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

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