NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 4.920 5.091 0.171 3.5% 5.040
High 5.095 5.147 0.052 1.0% 5.111
Low 4.853 4.968 0.115 2.4% 4.755
Close 5.066 4.994 -0.072 -1.4% 4.879
Range 0.242 0.179 -0.063 -26.0% 0.356
ATR 0.205 0.203 -0.002 -0.9% 0.000
Volume 16,741 15,150 -1,591 -9.5% 84,726
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.573 5.463 5.092
R3 5.394 5.284 5.043
R2 5.215 5.215 5.027
R1 5.105 5.105 5.010 5.071
PP 5.036 5.036 5.036 5.019
S1 4.926 4.926 4.978 4.892
S2 4.857 4.857 4.961
S3 4.678 4.747 4.945
S4 4.499 4.568 4.896
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 5.147 4.755 0.392 7.8% 0.174 3.5% 61% True False 16,725
10 5.335 4.755 0.580 11.6% 0.187 3.7% 41% False False 15,243
20 6.300 4.755 1.545 30.9% 0.204 4.1% 15% False False 11,785
40 6.300 4.755 1.545 30.9% 0.209 4.2% 15% False False 8,660
60 6.300 4.730 1.570 31.4% 0.203 4.1% 17% False False 6,661
80 6.300 4.730 1.570 31.4% 0.186 3.7% 17% False False 5,442
100 6.300 4.730 1.570 31.4% 0.173 3.5% 17% False False 4,551
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 True
Bear Hook False
Bull Hook False
Stretch 0.046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.908
2.618 5.616
1.618 5.437
1.000 5.326
0.618 5.258
HIGH 5.147
0.618 5.079
0.500 5.058
0.382 5.036
LOW 4.968
0.618 4.857
1.000 4.789
1.618 4.678
2.618 4.499
4.250 4.207
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 5.058 4.980
PP 5.036 4.965
S1 5.015 4.951

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

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