NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 5.091 5.010 -0.081 -1.6% 5.040
High 5.147 5.035 -0.112 -2.2% 5.111
Low 4.968 4.728 -0.240 -4.8% 4.755
Close 4.994 4.754 -0.240 -4.8% 4.879
Range 0.179 0.307 0.128 71.5% 0.356
ATR 0.203 0.211 0.007 3.6% 0.000
Volume 15,150 15,591 441 2.9% 84,726
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.760 5.564 4.923
R3 5.453 5.257 4.838
R2 5.146 5.146 4.810
R1 4.950 4.950 4.782 4.895
PP 4.839 4.839 4.839 4.811
S1 4.643 4.643 4.726 4.588
S2 4.532 4.532 4.698
S3 4.225 4.336 4.670
S4 3.918 4.029 4.585
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 4.728 0.419 8.8% 0.212 4.5% 6% False True 16,365
10 5.254 4.728 0.526 11.1% 0.195 4.1% 5% False True 15,776
20 6.172 4.728 1.444 30.4% 0.211 4.4% 2% False True 12,231
40 6.300 4.728 1.572 33.1% 0.213 4.5% 2% False True 8,982
60 6.300 4.728 1.572 33.1% 0.206 4.3% 2% False True 6,877
80 6.300 4.728 1.572 33.1% 0.188 4.0% 2% False True 5,628
100 6.300 4.728 1.572 33.1% 0.176 3.7% 2% False True 4,701
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 True
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6.340
2.618 5.839
1.618 5.532
1.000 5.342
0.618 5.225
HIGH 5.035
0.618 4.918
0.500 4.882
0.382 4.845
LOW 4.728
0.618 4.538
1.000 4.421
1.618 4.231
2.618 3.924
4.250 3.423
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 4.882 4.938
PP 4.839 4.876
S1 4.797 4.815

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

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