NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 5.607 5.708 0.101 1.8% 6.077
High 5.760 5.715 -0.045 -0.8% 6.300
Low 5.583 5.462 -0.121 -2.2% 5.857
Close 5.682 5.478 -0.204 -3.6% 5.869
Range 0.177 0.253 0.076 42.9% 0.443
ATR 0.219 0.221 0.002 1.1% 0.000
Volume 7,729 4,546 -3,183 -41.2% 34,154
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.311 6.147 5.617
R3 6.058 5.894 5.548
R2 5.805 5.805 5.524
R1 5.641 5.641 5.501 5.597
PP 5.552 5.552 5.552 5.529
S1 5.388 5.388 5.455 5.344
S2 5.299 5.299 5.432
S3 5.046 5.135 5.408
S4 4.793 4.882 5.339
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.338 7.046 6.113
R3 6.895 6.603 5.991
R2 6.452 6.452 5.950
R1 6.160 6.160 5.910 6.085
PP 6.009 6.009 6.009 5.971
S1 5.717 5.717 5.828 5.642
S2 5.566 5.566 5.788
S3 5.123 5.274 5.747
S4 4.680 4.831 5.625
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.172 5.462 0.710 13.0% 0.228 4.2% 2% False True 6,818
10 6.300 5.462 0.838 15.3% 0.217 4.0% 2% False True 6,252
20 6.300 5.462 0.838 15.3% 0.221 4.0% 2% False True 6,602
40 6.300 4.730 1.570 28.7% 0.218 4.0% 48% False False 4,774
60 6.300 4.730 1.570 28.7% 0.183 3.3% 48% False False 3,809
80 6.300 4.730 1.570 28.7% 0.174 3.2% 48% False False 3,164
100 6.487 4.730 1.757 32.1% 0.167 3.0% 43% False False 2,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.790
2.618 6.377
1.618 6.124
1.000 5.968
0.618 5.871
HIGH 5.715
0.618 5.618
0.500 5.589
0.382 5.559
LOW 5.462
0.618 5.306
1.000 5.209
1.618 5.053
2.618 4.800
4.250 4.387
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 5.589 5.656
PP 5.552 5.597
S1 5.515 5.537

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

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