NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 4.855 5.226 0.371 7.6% 4.925
High 5.248 5.351 0.103 2.0% 5.351
Low 4.853 4.880 0.027 0.6% 4.769
Close 5.235 5.261 0.026 0.5% 5.261
Range 0.395 0.471 0.076 19.2% 0.582
ATR 0.220 0.237 0.018 8.2% 0.000
Volume 21,957 25,092 3,135 14.3% 80,464
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.577 6.390 5.520
R3 6.106 5.919 5.391
R2 5.635 5.635 5.347
R1 5.448 5.448 5.304 5.542
PP 5.164 5.164 5.164 5.211
S1 4.977 4.977 5.218 5.071
S2 4.693 4.693 5.175
S3 4.222 4.506 5.131
S4 3.751 4.035 5.002
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.873 6.649 5.581
R3 6.291 6.067 5.421
R2 5.709 5.709 5.368
R1 5.485 5.485 5.314 5.597
PP 5.127 5.127 5.127 5.183
S1 4.903 4.903 5.208 5.015
S2 4.545 4.545 5.154
S3 3.963 4.321 5.101
S4 3.381 3.739 4.941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.351 4.657 0.694 13.2% 0.291 5.5% 87% True False 19,317
10 5.351 4.655 0.696 13.2% 0.253 4.8% 87% True False 18,410
20 5.653 4.655 0.998 19.0% 0.228 4.3% 61% False False 15,700
40 6.300 4.655 1.645 31.3% 0.222 4.2% 37% False False 11,324
60 6.300 4.655 1.645 31.3% 0.222 4.2% 37% False False 8,566
80 6.300 4.655 1.645 31.3% 0.195 3.7% 37% False False 6,890
100 6.300 4.655 1.645 31.3% 0.186 3.5% 37% False False 5,770
120 6.487 4.655 1.832 34.8% 0.177 3.4% 33% False False 4,979
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 0.060
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 7.353
2.618 6.584
1.618 6.113
1.000 5.822
0.618 5.642
HIGH 5.351
0.618 5.171
0.500 5.116
0.382 5.060
LOW 4.880
0.618 4.589
1.000 4.409
1.618 4.118
2.618 3.647
4.250 2.878
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 5.213 5.194
PP 5.164 5.127
S1 5.116 5.060

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

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