NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 11-Dec-2009
Day Change Summary
Previous Current
10-Dec-2009 11-Dec-2009 Change Change % Previous Week
Open 4.982 5.318 0.336 6.7% 4.733
High 5.383 5.424 0.041 0.8% 5.424
Low 4.897 5.197 0.300 6.1% 4.733
Close 5.346 5.232 -0.114 -2.1% 5.232
Range 0.486 0.227 -0.259 -53.3% 0.691
ATR 0.269 0.266 -0.003 -1.1% 0.000
Volume 52,549 62,137 9,588 18.2% 265,558
Daily Pivots for day following 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.965 5.826 5.357
R3 5.738 5.599 5.294
R2 5.511 5.511 5.274
R1 5.372 5.372 5.253 5.328
PP 5.284 5.284 5.284 5.263
S1 5.145 5.145 5.211 5.101
S2 5.057 5.057 5.190
S3 4.830 4.918 5.170
S4 4.603 4.691 5.107
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.203 6.908 5.612
R3 6.512 6.217 5.422
R2 5.821 5.821 5.359
R1 5.526 5.526 5.295 5.674
PP 5.130 5.130 5.130 5.203
S1 4.835 4.835 5.169 4.983
S2 4.439 4.439 5.105
S3 3.748 4.144 5.042
S4 3.057 3.453 4.852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.424 4.733 0.691 13.2% 0.316 6.0% 72% True False 53,111
10 5.424 4.520 0.904 17.3% 0.281 5.4% 79% True False 39,500
20 5.424 4.520 0.904 17.3% 0.267 5.1% 79% True False 28,955
40 6.300 4.520 1.780 34.0% 0.237 4.5% 40% False False 19,447
60 6.300 4.520 1.780 34.0% 0.227 4.3% 40% False False 14,647
80 6.300 4.520 1.780 34.0% 0.216 4.1% 40% False False 11,649
100 6.300 4.520 1.780 34.0% 0.200 3.8% 40% False False 9,640
120 6.300 4.520 1.780 34.0% 0.186 3.6% 40% False False 8,186
Crabel Price Patterns
NR True
NR4 False
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 0.051
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.389
2.618 6.018
1.618 5.791
1.000 5.651
0.618 5.564
HIGH 5.424
0.618 5.337
0.500 5.311
0.382 5.284
LOW 5.197
0.618 5.057
1.000 4.970
1.618 4.830
2.618 4.603
4.250 4.232
Fisher Pivots for day following 11-Dec-2009
Pivot 1 day 3 day
R1 5.311 5.208
PP 5.284 5.184
S1 5.258 5.161

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

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