NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 4.852 4.920 0.068 1.4% 5.040
High 4.920 5.095 0.175 3.6% 5.111
Low 4.755 4.853 0.098 2.1% 4.755
Close 4.879 5.066 0.187 3.8% 4.879
Range 0.165 0.242 0.077 46.7% 0.356
ATR 0.202 0.205 0.003 1.4% 0.000
Volume 22,097 16,741 -5,356 -24.2% 84,726
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.731 5.640 5.199
R3 5.489 5.398 5.133
R2 5.247 5.247 5.110
R1 5.156 5.156 5.088 5.202
PP 5.005 5.005 5.005 5.027
S1 4.914 4.914 5.044 4.960
S2 4.763 4.763 5.022
S3 4.521 4.672 4.999
S4 4.279 4.430 4.933
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.983 5.787 5.075
R3 5.627 5.431 4.977
R2 5.271 5.271 4.944
R1 5.075 5.075 4.912 4.995
PP 4.915 4.915 4.915 4.875
S1 4.719 4.719 4.846 4.639
S2 4.559 4.559 4.814
S3 4.203 4.363 4.781
S4 3.847 4.007 4.683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.099 4.755 0.344 6.8% 0.177 3.5% 90% False False 16,901
10 5.335 4.755 0.580 11.4% 0.186 3.7% 54% False False 14,846
20 6.300 4.755 1.545 30.5% 0.203 4.0% 20% False False 11,256
40 6.300 4.755 1.545 30.5% 0.209 4.1% 20% False False 8,336
60 6.300 4.730 1.570 31.0% 0.202 4.0% 21% False False 6,479
80 6.300 4.730 1.570 31.0% 0.184 3.6% 21% False False 5,260
100 6.300 4.730 1.570 31.0% 0.172 3.4% 21% False False 4,405
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 0.046
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.124
2.618 5.729
1.618 5.487
1.000 5.337
0.618 5.245
HIGH 5.095
0.618 5.003
0.500 4.974
0.382 4.945
LOW 4.853
0.618 4.703
1.000 4.611
1.618 4.461
2.618 4.219
4.250 3.825
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 5.035 5.019
PP 5.005 4.972
S1 4.974 4.925

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

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