NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 5.165 5.040 -0.125 -2.4% 5.417
High 5.190 5.111 -0.079 -1.5% 5.495
Low 4.989 4.912 -0.077 -1.5% 4.989
Close 5.022 5.096 0.074 1.5% 5.022
Range 0.201 0.199 -0.002 -1.0% 0.506
ATR 0.218 0.217 -0.001 -0.6% 0.000
Volume 12,950 16,962 4,012 31.0% 57,862
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.637 5.565 5.205
R3 5.438 5.366 5.151
R2 5.239 5.239 5.132
R1 5.167 5.167 5.114 5.203
PP 5.040 5.040 5.040 5.058
S1 4.968 4.968 5.078 5.004
S2 4.841 4.841 5.060
S3 4.642 4.769 5.041
S4 4.443 4.570 4.987
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.687 6.360 5.300
R3 6.181 5.854 5.161
R2 5.675 5.675 5.115
R1 5.348 5.348 5.068 5.259
PP 5.169 5.169 5.169 5.124
S1 4.842 4.842 4.976 4.753
S2 4.663 4.663 4.929
S3 4.157 4.336 4.883
S4 3.651 3.830 4.744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.335 4.912 0.423 8.3% 0.195 3.8% 43% False True 12,792
10 5.760 4.912 0.848 16.6% 0.213 4.2% 22% False True 10,755
20 6.300 4.912 1.388 27.2% 0.224 4.4% 13% False True 8,589
40 6.300 4.912 1.388 27.2% 0.215 4.2% 13% False True 6,675
60 6.300 4.730 1.570 30.8% 0.195 3.8% 23% False False 5,189
80 6.300 4.730 1.570 30.8% 0.183 3.6% 23% False False 4,275
100 6.300 4.730 1.570 30.8% 0.169 3.3% 23% False False 3,600
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.061
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.957
2.618 5.632
1.618 5.433
1.000 5.310
0.618 5.234
HIGH 5.111
0.618 5.035
0.500 5.012
0.382 4.988
LOW 4.912
0.618 4.789
1.000 4.713
1.618 4.590
2.618 4.391
4.250 4.066
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 5.068 5.092
PP 5.040 5.087
S1 5.012 5.083

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

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