NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	5.820	5.748	-0.072	-1.2%	5.850
High	5.874	5.814	-0.060	-1.0%	6.124
Low	5.720	5.723	0.003	0.1%	5.720
Close	5.727	5.734	0.007	0.1%	5.727
Range	0.154	0.091	-0.063	-40.9%	0.404
ATR	0.177	0.171	-0.006	-3.5%	0.000
Volume	2,271	740	-1,531	-67.4%	10,937

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.030	5.973	5.784
R3	5.939	5.882	5.759
R2	5.848	5.848	5.751
R1	5.791	5.791	5.742	5.774
PP	5.757	5.757	5.757	5.749
S1	5.700	5.700	5.726	5.683
S2	5.666	5.666	5.717
S3	5.575	5.609	5.709
S4	5.484	5.518	5.684

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.069	6.802	5.949
R3	6.665	6.398	5.838
R2	6.261	6.261	5.801
R1	5.994	5.994	5.764	5.926
PP	5.857	5.857	5.857	5.823
S1	5.590	5.590	5.690	5.522
S2	5.453	5.453	5.653
S3	5.049	5.186	5.616
S4	4.645	4.782	5.505

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.041	5.720	0.321	5.6%	0.152	2.7%	4%	False	False	1,939
10	6.124	5.411	0.713	12.4%	0.169	2.9%	45%	False	False	1,883
20	6.124	5.312	0.812	14.2%	0.162	2.8%	52%	False	False	1,429
40	6.487	5.280	1.207	21.0%	0.139	2.4%	38%	False	False	1,185

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6.201
2.618	6.052
1.618	5.961
1.000	5.905
0.618	5.870
HIGH	5.814
0.618	5.779
0.500	5.769
0.382	5.758
LOW	5.723
0.618	5.667
1.000	5.632
1.618	5.576
2.618	5.485
4.250	5.336

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	5.769	5.862
PP	5.757	5.819
S1	5.746	5.777

Download as Excel Spreadsheet

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

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