NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 5.760 5.588 -0.172 -3.0% 5.663
High 5.803 5.720 -0.083 -1.4% 5.803
Low 5.567 5.585 0.018 0.3% 5.533
Close 5.577 5.720 0.143 2.6% 5.720
Range 0.236 0.135 -0.101 -42.8% 0.270
ATR 0.159 0.158 -0.001 -0.7% 0.000
Volume 1,582 1,420 -162 -10.2% 5,698
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.080 6.035 5.794
R3 5.945 5.900 5.757
R2 5.810 5.810 5.745
R1 5.765 5.765 5.732 5.788
PP 5.675 5.675 5.675 5.686
S1 5.630 5.630 5.708 5.653
S2 5.540 5.540 5.695
S3 5.405 5.495 5.683
S4 5.270 5.360 5.646
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.495 6.378 5.869
R3 6.225 6.108 5.794
R2 5.955 5.955 5.770
R1 5.838 5.838 5.745 5.897
PP 5.685 5.685 5.685 5.715
S1 5.568 5.568 5.695 5.627
S2 5.415 5.415 5.671
S3 5.145 5.298 5.646
S4 4.875 5.028 5.572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.803 5.533 0.270 4.7% 0.156 2.7% 69% False False 1,139
10 5.803 5.280 0.523 9.1% 0.159 2.8% 84% False False 970
20 6.032 5.280 0.752 13.1% 0.122 2.1% 59% False False 987
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.294
2.618 6.073
1.618 5.938
1.000 5.855
0.618 5.803
HIGH 5.720
0.618 5.668
0.500 5.653
0.382 5.637
LOW 5.585
0.618 5.502
1.000 5.450
1.618 5.367
2.618 5.232
4.250 5.011
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 5.698 5.708
PP 5.675 5.697
S1 5.653 5.685

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

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