NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 5.318 5.296 -0.022 -0.4% 4.733
High 5.424 5.469 0.045 0.8% 5.424
Low 5.197 5.262 0.065 1.3% 4.733
Close 5.232 5.402 0.170 3.2% 5.232
Range 0.227 0.207 -0.020 -8.8% 0.691
ATR 0.266 0.264 -0.002 -0.8% 0.000
Volume 62,137 51,416 -10,721 -17.3% 265,558
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.999 5.907 5.516
R3 5.792 5.700 5.459
R2 5.585 5.585 5.440
R1 5.493 5.493 5.421 5.539
PP 5.378 5.378 5.378 5.401
S1 5.286 5.286 5.383 5.332
S2 5.171 5.171 5.364
S3 4.964 5.079 5.345
S4 4.757 4.872 5.288
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 5.469 4.897 0.572 10.6% 0.286 5.3% 88% True False 59,582
10 5.469 4.520 0.949 17.6% 0.267 4.9% 93% True False 43,191
20 5.469 4.520 0.949 17.6% 0.269 5.0% 93% True False 30,421
40 6.300 4.520 1.780 33.0% 0.234 4.3% 50% False False 20,573
60 6.300 4.520 1.780 33.0% 0.227 4.2% 50% False False 15,457
80 6.300 4.520 1.780 33.0% 0.217 4.0% 50% False False 12,283
100 6.300 4.520 1.780 33.0% 0.200 3.7% 50% False False 10,139
120 6.300 4.520 1.780 33.0% 0.187 3.5% 50% False False 8,608
Crabel Price Patterns
NR True
NR4 True
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 0.054
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.349
2.618 6.011
1.618 5.804
1.000 5.676
0.618 5.597
HIGH 5.469
0.618 5.390
0.500 5.366
0.382 5.341
LOW 5.262
0.618 5.134
1.000 5.055
1.618 4.927
2.618 4.720
4.250 4.382
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 5.390 5.329
PP 5.378 5.256
S1 5.366 5.183

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

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