NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 19-Nov-2009

Day Change Summary
	Previous	Current
	18-Nov-2009	19-Nov-2009	Change	Change %	Previous Week
Open	5.010	4.781	-0.229	-4.6%	5.040
High	5.035	4.832	-0.203	-4.0%	5.111
Low	4.728	4.655	-0.073	-1.5%	4.755
Close	4.754	4.808	0.054	1.1%	4.879
Range	0.307	0.177	-0.130	-42.3%	0.356
ATR	0.211	0.208	-0.002	-1.1%	0.000
Volume	15,591	17,938	2,347	15.1%	84,726

Daily Pivots for day following 19-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.296	5.229	4.905
R3	5.119	5.052	4.857
R2	4.942	4.942	4.840
R1	4.875	4.875	4.824	4.909
PP	4.765	4.765	4.765	4.782
S1	4.698	4.698	4.792	4.732
S2	4.588	4.588	4.776
S3	4.411	4.521	4.759
S4	4.234	4.344	4.711

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	4.655	0.492	10.2%	0.214	4.5%	31%	False	True	17,503
10	5.190	4.655	0.535	11.1%	0.195	4.0%	29%	False	True	16,309
20	6.088	4.655	1.433	29.8%	0.208	4.3%	11%	False	True	12,686
40	6.300	4.655	1.645	34.2%	0.212	4.4%	9%	False	True	9,337
60	6.300	4.655	1.645	34.2%	0.208	4.3%	9%	False	True	7,143
80	6.300	4.655	1.645	34.2%	0.188	3.9%	9%	False	True	5,831
100	6.300	4.655	1.645	34.2%	0.177	3.7%	9%	False	True	4,874
120	6.487	4.655	1.832	38.1%	0.172	3.6%	8%	False	True	4,221

Crabel Price Patterns
NR	True
NR4	True
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	0.040
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.584
2.618	5.295
1.618	5.118
1.000	5.009
0.618	4.941
HIGH	4.832
0.618	4.764
0.500	4.744
0.382	4.723
LOW	4.655
0.618	4.546
1.000	4.478
1.618	4.369
2.618	4.192
4.250	3.903

Fisher Pivots for day following 19-Nov-2009
Pivot	1 day	3 day
R1	4.787	4.901
PP	4.765	4.870
S1	4.744	4.839

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols