NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 5.660 5.642 -0.018 -0.3% 5.663
High 5.691 5.645 -0.046 -0.8% 5.803
Low 5.620 5.537 -0.083 -1.5% 5.533
Close 5.677 5.605 -0.072 -1.3% 5.720
Range 0.071 0.108 0.037 52.1% 0.270
ATR 0.154 0.153 -0.001 -0.6% 0.000
Volume 581 717 136 23.4% 5,698
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.920 5.870 5.664
R3 5.812 5.762 5.635
R2 5.704 5.704 5.625
R1 5.654 5.654 5.615 5.625
PP 5.596 5.596 5.596 5.581
S1 5.546 5.546 5.595 5.517
S2 5.488 5.488 5.585
S3 5.380 5.438 5.575
S4 5.272 5.330 5.546
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 5.537 0.266 4.7% 0.151 2.7% 26% False True 1,020
10 5.803 5.312 0.491 8.8% 0.158 2.8% 60% False False 985
20 5.905 5.280 0.625 11.2% 0.125 2.2% 52% False False 995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.104
2.618 5.928
1.618 5.820
1.000 5.753
0.618 5.712
HIGH 5.645
0.618 5.604
0.500 5.591
0.382 5.578
LOW 5.537
0.618 5.470
1.000 5.429
1.618 5.362
2.618 5.254
4.250 5.078
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 5.600 5.629
PP 5.596 5.621
S1 5.591 5.613

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

View Archives - Comment on this page... - Back to Index of Symbols