NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 5.054 5.165 0.111 2.2% 5.261
High 5.222 5.280 0.058 1.1% 5.261
Low 5.054 4.937 -0.117 -2.3% 4.520
Close 5.173 4.965 -0.208 -4.0% 4.672
Range 0.168 0.343 0.175 104.2% 0.741
ATR 0.245 0.252 0.007 2.8% 0.000
Volume 58,599 73,209 14,610 24.9% 129,445
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.090 5.870 5.154
R3 5.747 5.527 5.059
R2 5.404 5.404 5.028
R1 5.184 5.184 4.996 5.123
PP 5.061 5.061 5.061 5.030
S1 4.841 4.841 4.934 4.780
S2 4.718 4.718 4.902
S3 4.375 4.498 4.871
S4 4.032 4.155 4.776
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.041 6.597 5.080
R3 6.300 5.856 4.876
R2 5.559 5.559 4.808
R1 5.115 5.115 4.740 4.967
PP 4.818 4.818 4.818 4.743
S1 4.374 4.374 4.604 4.226
S2 4.077 4.077 4.536
S3 3.336 3.633 4.468
S4 2.595 2.892 4.264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.280 4.520 0.760 15.3% 0.250 5.0% 59% True False 41,056
10 5.351 4.520 0.831 16.7% 0.296 6.0% 54% False False 32,736
20 5.351 4.520 0.831 16.7% 0.245 4.9% 54% False False 24,702
40 6.300 4.520 1.780 35.9% 0.230 4.6% 25% False False 16,888
60 6.300 4.520 1.780 35.9% 0.225 4.5% 25% False False 12,889
80 6.300 4.520 1.780 35.9% 0.209 4.2% 25% False False 10,248
100 6.300 4.520 1.780 35.9% 0.196 3.9% 25% False False 8,509
120 6.300 4.520 1.780 35.9% 0.182 3.7% 25% False False 7,247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.738
2.618 6.178
1.618 5.835
1.000 5.623
0.618 5.492
HIGH 5.280
0.618 5.149
0.500 5.109
0.382 5.068
LOW 4.937
0.618 4.725
1.000 4.594
1.618 4.382
2.618 4.039
4.250 3.479
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 5.109 5.007
PP 5.061 4.993
S1 5.013 4.979

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

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