NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 5.464 5.515 0.051 0.9% 5.850
High 5.538 5.653 0.115 2.1% 5.850
Low 5.388 5.357 -0.031 -0.6% 5.357
Close 5.481 5.444 -0.037 -0.7% 5.444
Range 0.150 0.296 0.146 97.3% 0.493
ATR 0.216 0.222 0.006 2.6% 0.000
Volume 11,040 9,419 -1,621 -14.7% 37,759
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.373 6.204 5.607
R3 6.077 5.908 5.525
R2 5.781 5.781 5.498
R1 5.612 5.612 5.471 5.549
PP 5.485 5.485 5.485 5.453
S1 5.316 5.316 5.417 5.253
S2 5.189 5.189 5.390
S3 4.893 5.020 5.363
S4 4.597 4.724 5.281
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.029 6.730 5.715
R3 6.536 6.237 5.580
R2 6.043 6.043 5.534
R1 5.744 5.744 5.489 5.647
PP 5.550 5.550 5.550 5.502
S1 5.251 5.251 5.399 5.154
S2 5.057 5.057 5.354
S3 4.564 4.758 5.308
S4 4.071 4.265 5.173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.850 5.357 0.493 9.1% 0.225 4.1% 18% False True 7,551
10 6.300 5.357 0.943 17.3% 0.209 3.8% 9% False True 7,191
20 6.300 5.357 0.943 17.3% 0.216 4.0% 9% False True 7,007
40 6.300 4.730 1.570 28.8% 0.222 4.1% 45% False False 5,173
60 6.300 4.730 1.570 28.8% 0.185 3.4% 45% False False 4,084
80 6.300 4.730 1.570 28.8% 0.178 3.3% 45% False False 3,395
100 6.487 4.730 1.757 32.3% 0.167 3.1% 41% False False 2,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.911
2.618 6.428
1.618 6.132
1.000 5.949
0.618 5.836
HIGH 5.653
0.618 5.540
0.500 5.505
0.382 5.470
LOW 5.357
0.618 5.174
1.000 5.061
1.618 4.878
2.618 4.582
4.250 4.099
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 5.505 5.536
PP 5.485 5.505
S1 5.464 5.475

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

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