NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 5.768 5.788 0.020 0.3% 6.035
High 5.860 6.121 0.261 4.5% 6.189
Low 5.670 5.788 0.118 2.1% 5.670
Close 5.791 6.066 0.275 4.7% 6.066
Range 0.190 0.333 0.143 75.3% 0.519
ATR 0.219 0.227 0.008 3.7% 0.000
Volume 4,691 6,381 1,690 36.0% 31,906
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.991 6.861 6.249
R3 6.658 6.528 6.158
R2 6.325 6.325 6.127
R1 6.195 6.195 6.097 6.260
PP 5.992 5.992 5.992 6.024
S1 5.862 5.862 6.035 5.927
S2 5.659 5.659 6.005
S3 5.326 5.529 5.974
S4 4.993 5.196 5.883
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.532 7.318 6.351
R3 7.013 6.799 6.209
R2 6.494 6.494 6.161
R1 6.280 6.280 6.114 6.387
PP 5.975 5.975 5.975 6.029
S1 5.761 5.761 6.018 5.868
S2 5.456 5.456 5.971
S3 4.937 5.242 5.923
S4 4.418 4.723 5.781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.189 5.670 0.519 8.6% 0.256 4.2% 76% False False 6,381
10 6.189 5.670 0.519 8.6% 0.223 3.7% 76% False False 6,823
20 6.189 5.411 0.778 12.8% 0.214 3.5% 84% False False 5,225
40 6.189 4.730 1.459 24.1% 0.200 3.3% 92% False False 3,993
60 6.189 4.730 1.459 24.1% 0.177 2.9% 92% False False 3,183
80 6.189 4.730 1.459 24.1% 0.164 2.7% 92% False False 2,626
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 0.041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.536
2.618 6.993
1.618 6.660
1.000 6.454
0.618 6.327
HIGH 6.121
0.618 5.994
0.500 5.955
0.382 5.915
LOW 5.788
0.618 5.582
1.000 5.455
1.618 5.249
2.618 4.916
4.250 4.373
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 6.029 6.009
PP 5.992 5.952
S1 5.955 5.896

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

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