NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 5.690 5.675 -0.015 -0.3% 5.748
High 5.747 5.675 -0.072 -1.3% 5.815
Low 5.637 5.615 -0.022 -0.4% 5.615
Close 5.650 5.623 -0.027 -0.5% 5.623
Range 0.110 0.060 -0.050 -45.5% 0.200
ATR 0.160 0.153 -0.007 -4.5% 0.000
Volume 1,071 2,189 1,118 104.4% 6,283
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.818 5.780 5.656
R3 5.758 5.720 5.640
R2 5.698 5.698 5.634
R1 5.660 5.660 5.629 5.649
PP 5.638 5.638 5.638 5.632
S1 5.600 5.600 5.618 5.589
S2 5.578 5.578 5.612
S3 5.518 5.540 5.607
S4 5.458 5.480 5.590
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.284 6.154 5.733
R3 6.084 5.954 5.678
R2 5.884 5.884 5.660
R1 5.754 5.754 5.641 5.719
PP 5.684 5.684 5.684 5.667
S1 5.554 5.554 5.605 5.519
S2 5.484 5.484 5.586
S3 5.284 5.354 5.568
S4 5.084 5.154 5.513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.815 5.615 0.200 3.6% 0.101 1.8% 4% False True 1,256
10 6.124 5.615 0.509 9.1% 0.147 2.6% 2% False True 1,722
20 6.124 5.411 0.713 12.7% 0.148 2.6% 30% False False 1,532
40 6.124 5.280 0.844 15.0% 0.131 2.3% 41% False False 1,216
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 5.930
2.618 5.832
1.618 5.772
1.000 5.735
0.618 5.712
HIGH 5.675
0.618 5.652
0.500 5.645
0.382 5.638
LOW 5.615
0.618 5.578
1.000 5.555
1.618 5.518
2.618 5.458
4.250 5.360
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 5.645 5.681
PP 5.638 5.662
S1 5.630 5.642

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

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