NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 5.849 5.700 -0.149 -2.5% 6.015
High 5.855 5.700 -0.155 -2.6% 6.032
Low 5.735 5.530 -0.205 -3.6% 5.735
Close 5.745 5.657 -0.088 -1.5% 5.745
Range 0.120 0.170 0.050 41.7% 0.297
ATR 0.151 0.155 0.005 3.0% 0.000
Volume 1,738 649 -1,089 -62.7% 5,304
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.139 6.068 5.751
R3 5.969 5.898 5.704
R2 5.799 5.799 5.688
R1 5.728 5.728 5.673 5.679
PP 5.629 5.629 5.629 5.604
S1 5.558 5.558 5.641 5.509
S2 5.459 5.459 5.626
S3 5.289 5.388 5.610
S4 5.119 5.218 5.564
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.728 6.534 5.908
R3 6.431 6.237 5.827
R2 6.134 6.134 5.799
R1 5.940 5.940 5.772 5.889
PP 5.837 5.837 5.837 5.812
S1 5.643 5.643 5.718 5.592
S2 5.540 5.540 5.691
S3 5.243 5.346 5.663
S4 4.946 5.049 5.582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.926 5.530 0.396 7.0% 0.104 1.8% 32% False True 1,074
10 6.090 5.530 0.560 9.9% 0.104 1.8% 23% False True 952
20 6.487 5.530 0.957 16.9% 0.138 2.4% 13% False True 954
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 0.010
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6.423
2.618 6.145
1.618 5.975
1.000 5.870
0.618 5.805
HIGH 5.700
0.618 5.635
0.500 5.615
0.382 5.595
LOW 5.530
0.618 5.425
1.000 5.360
1.618 5.255
2.618 5.085
4.250 4.808
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 5.643 5.693
PP 5.629 5.681
S1 5.615 5.669

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

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