NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 5.210 5.260 0.050 1.0% 5.850
High 5.313 5.335 0.022 0.4% 5.850
Low 5.145 5.111 -0.034 -0.7% 5.357
Close 5.296 5.126 -0.170 -3.2% 5.444
Range 0.168 0.224 0.056 33.3% 0.493
ATR 0.222 0.222 0.000 0.1% 0.000
Volume 11,185 10,263 -922 -8.2% 37,759
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.863 5.718 5.249
R3 5.639 5.494 5.188
R2 5.415 5.415 5.167
R1 5.270 5.270 5.147 5.231
PP 5.191 5.191 5.191 5.171
S1 5.046 5.046 5.105 5.007
S2 4.967 4.967 5.085
S3 4.743 4.822 5.064
S4 4.519 4.598 5.003
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 5.653 5.111 0.542 10.6% 0.224 4.4% 3% False True 10,553
10 6.172 5.111 1.061 20.7% 0.226 4.4% 1% False True 8,685
20 6.300 5.111 1.189 23.2% 0.218 4.3% 1% False True 7,661
40 6.300 4.908 1.392 27.2% 0.227 4.4% 16% False False 5,791
60 6.300 4.730 1.570 30.6% 0.189 3.7% 25% False False 4,558
80 6.300 4.730 1.570 30.6% 0.183 3.6% 25% False False 3,779
100 6.400 4.730 1.670 32.6% 0.168 3.3% 24% False False 3,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.287
2.618 5.921
1.618 5.697
1.000 5.559
0.618 5.473
HIGH 5.335
0.618 5.249
0.500 5.223
0.382 5.197
LOW 5.111
0.618 4.973
1.000 4.887
1.618 4.749
2.618 4.525
4.250 4.159
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 5.223 5.303
PP 5.191 5.244
S1 5.158 5.185

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

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