NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 5.938 6.015 0.077 1.3% 6.078
High 6.090 6.032 -0.058 -1.0% 6.095
Low 5.930 5.970 0.040 0.7% 5.841
Close 6.087 5.990 -0.097 -1.6% 6.087
Range 0.160 0.062 -0.098 -61.3% 0.254
ATR 0.169 0.165 -0.004 -2.2% 0.000
Volume 796 580 -216 -27.1% 3,947
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.183 6.149 6.024
R3 6.121 6.087 6.007
R2 6.059 6.059 6.001
R1 6.025 6.025 5.996 6.011
PP 5.997 5.997 5.997 5.991
S1 5.963 5.963 5.984 5.949
S2 5.935 5.935 5.979
S3 5.873 5.901 5.973
S4 5.811 5.839 5.956
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.770 6.682 6.227
R3 6.516 6.428 6.157
R2 6.262 6.262 6.134
R1 6.174 6.174 6.110 6.218
PP 6.008 6.008 6.008 6.030
S1 5.920 5.920 6.064 5.964
S2 5.754 5.754 6.040
S3 5.500 5.666 6.017
S4 5.246 5.412 5.947
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.090 5.841 0.249 4.2% 0.104 1.7% 60% False False 829
10 6.487 5.841 0.646 10.8% 0.142 2.4% 23% False False 880
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6.296
2.618 6.194
1.618 6.132
1.000 6.094
0.618 6.070
HIGH 6.032
0.618 6.008
0.500 6.001
0.382 5.994
LOW 5.970
0.618 5.932
1.000 5.908
1.618 5.870
2.618 5.808
4.250 5.707
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 6.001 5.995
PP 5.997 5.993
S1 5.994 5.992

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

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