NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 5.850 5.849 -0.001 0.0% 6.078
High 5.905 5.855 -0.050 -0.8% 6.095
Low 5.850 5.735 -0.115 -2.0% 5.841
Close 5.875 5.745 -0.130 -2.2% 6.087
Range 0.055 0.120 0.065 118.2% 0.254
ATR 0.154 0.153 -0.001 -0.7% 0.000
Volume 693 1,738 1,045 150.8% 3,947
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.138 6.062 5.811
R3 6.018 5.942 5.778
R2 5.898 5.898 5.767
R1 5.822 5.822 5.756 5.800
PP 5.778 5.778 5.778 5.768
S1 5.702 5.702 5.734 5.680
S2 5.658 5.658 5.723
S3 5.538 5.582 5.712
S4 5.418 5.462 5.679
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 5.735 0.355 6.2% 0.091 1.6% 3% False True 872
10 6.295 5.735 0.560 9.7% 0.108 1.9% 2% False True 850
20 6.487 5.735 0.752 13.1% 0.138 2.4% 1% False True 981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.365
2.618 6.169
1.618 6.049
1.000 5.975
0.618 5.929
HIGH 5.855
0.618 5.809
0.500 5.795
0.382 5.781
LOW 5.735
0.618 5.661
1.000 5.615
1.618 5.541
2.618 5.421
4.250 5.225
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 5.795 5.831
PP 5.778 5.802
S1 5.762 5.774

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

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