NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 5.700 5.595 -0.105 -1.8% 6.015
High 5.700 5.625 -0.075 -1.3% 6.032
Low 5.530 5.524 -0.006 -0.1% 5.735
Close 5.657 5.550 -0.107 -1.9% 5.745
Range 0.170 0.101 -0.069 -40.6% 0.297
ATR 0.155 0.154 -0.002 -1.0% 0.000
Volume 649 1,658 1,009 155.5% 5,304
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.869 5.811 5.606
R3 5.768 5.710 5.578
R2 5.667 5.667 5.569
R1 5.609 5.609 5.559 5.588
PP 5.566 5.566 5.566 5.556
S1 5.508 5.508 5.541 5.487
S2 5.465 5.465 5.531
S3 5.364 5.407 5.522
S4 5.263 5.306 5.494
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 5.905 5.524 0.381 6.9% 0.113 2.0% 7% False True 1,295
10 6.090 5.524 0.566 10.2% 0.102 1.8% 5% False True 976
20 6.487 5.524 0.963 17.4% 0.137 2.5% 3% False True 1,008
Crabel Price Patterns
NR True
NR4 True
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 0.010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.054
2.618 5.889
1.618 5.788
1.000 5.726
0.618 5.687
HIGH 5.625
0.618 5.586
0.500 5.575
0.382 5.563
LOW 5.524
0.618 5.462
1.000 5.423
1.618 5.361
2.618 5.260
4.250 5.095
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 5.575 5.690
PP 5.566 5.643
S1 5.558 5.597

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

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