NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 6.281 6.127 -0.154 -2.5% 6.035
High 6.300 6.172 -0.128 -2.0% 6.189
Low 6.126 5.941 -0.185 -3.0% 5.670
Close 6.140 5.976 -0.164 -2.7% 6.066
Range 0.174 0.231 0.057 32.8% 0.519
ATR 0.217 0.218 0.001 0.5% 0.000
Volume 6,671 8,829 2,158 32.3% 31,906
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.723 6.580 6.103
R3 6.492 6.349 6.040
R2 6.261 6.261 6.018
R1 6.118 6.118 5.997 6.074
PP 6.030 6.030 6.030 6.008
S1 5.887 5.887 5.955 5.843
S2 5.799 5.799 5.934
S3 5.568 5.656 5.912
S4 5.337 5.425 5.849
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 6.300 5.788 0.512 8.6% 0.214 3.6% 37% False False 6,514
10 6.300 5.670 0.630 10.5% 0.218 3.6% 49% False False 6,719
20 6.300 5.590 0.710 11.9% 0.215 3.6% 54% False False 5,989
40 6.300 4.730 1.570 26.3% 0.208 3.5% 79% False False 4,371
60 6.300 4.730 1.570 26.3% 0.181 3.0% 79% False False 3,546
80 6.300 4.730 1.570 26.3% 0.169 2.8% 79% False False 2,921
100 6.487 4.730 1.757 29.4% 0.164 2.8% 71% False False 2,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.154
2.618 6.777
1.618 6.546
1.000 6.403
0.618 6.315
HIGH 6.172
0.618 6.084
0.500 6.057
0.382 6.029
LOW 5.941
0.618 5.798
1.000 5.710
1.618 5.567
2.618 5.336
4.250 4.959
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 6.057 6.121
PP 6.030 6.072
S1 6.003 6.024

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

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