NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 5.226 5.261 0.035 0.7% 4.925
High 5.351 5.261 -0.090 -1.7% 5.351
Low 4.880 4.917 0.037 0.8% 4.769
Close 5.261 4.942 -0.319 -6.1% 5.261
Range 0.471 0.344 -0.127 -27.0% 0.582
ATR 0.237 0.245 0.008 3.2% 0.000
Volume 25,092 14,509 -10,583 -42.2% 80,464
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.072 5.851 5.131
R3 5.728 5.507 5.037
R2 5.384 5.384 5.005
R1 5.163 5.163 4.974 5.102
PP 5.040 5.040 5.040 5.009
S1 4.819 4.819 4.910 4.758
S2 4.696 4.696 4.879
S3 4.352 4.475 4.847
S4 4.008 4.131 4.753
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 4.769 0.582 11.8% 0.319 6.5% 30% False False 18,994
10 5.351 4.655 0.696 14.1% 0.271 5.5% 41% False False 17,651
20 5.495 4.655 0.840 17.0% 0.230 4.7% 34% False False 15,955
40 6.300 4.655 1.645 33.3% 0.223 4.5% 17% False False 11,481
60 6.300 4.655 1.645 33.3% 0.225 4.5% 17% False False 8,767
80 6.300 4.655 1.645 33.3% 0.196 4.0% 17% False False 7,052
100 6.300 4.655 1.645 33.3% 0.188 3.8% 17% False False 5,907
120 6.487 4.655 1.832 37.1% 0.178 3.6% 16% False False 5,092
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.723
2.618 6.162
1.618 5.818
1.000 5.605
0.618 5.474
HIGH 5.261
0.618 5.130
0.500 5.089
0.382 5.048
LOW 4.917
0.618 4.704
1.000 4.573
1.618 4.360
2.618 4.016
4.250 3.455
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 5.089 5.102
PP 5.040 5.049
S1 4.991 4.995

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

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