NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 5.165 4.982 -0.183 -3.5% 5.261
High 5.280 5.383 0.103 2.0% 5.261
Low 4.937 4.897 -0.040 -0.8% 4.520
Close 4.965 5.346 0.381 7.7% 4.672
Range 0.343 0.486 0.143 41.7% 0.741
ATR 0.252 0.269 0.017 6.6% 0.000
Volume 73,209 52,549 -20,660 -28.2% 129,445
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.667 6.492 5.613
R3 6.181 6.006 5.480
R2 5.695 5.695 5.435
R1 5.520 5.520 5.391 5.608
PP 5.209 5.209 5.209 5.252
S1 5.034 5.034 5.301 5.122
S2 4.723 4.723 5.257
S3 4.237 4.548 5.212
S4 3.751 4.062 5.079
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 5.383 4.533 0.850 15.9% 0.314 5.9% 96% True False 45,340
10 5.383 4.520 0.863 16.1% 0.305 5.7% 96% True False 35,795
20 5.383 4.520 0.863 16.1% 0.264 4.9% 96% True False 26,460
40 6.300 4.520 1.780 33.3% 0.236 4.4% 46% False False 18,011
60 6.300 4.520 1.780 33.3% 0.229 4.3% 46% False False 13,695
80 6.300 4.520 1.780 33.3% 0.214 4.0% 46% False False 10,887
100 6.300 4.520 1.780 33.3% 0.200 3.7% 46% False False 9,027
120 6.300 4.520 1.780 33.3% 0.185 3.5% 46% False False 7,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 7.449
2.618 6.655
1.618 6.169
1.000 5.869
0.618 5.683
HIGH 5.383
0.618 5.197
0.500 5.140
0.382 5.083
LOW 4.897
0.618 4.597
1.000 4.411
1.618 4.111
2.618 3.625
4.250 2.832
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 5.277 5.277
PP 5.209 5.209
S1 5.140 5.140

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

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