NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 5.580 5.547 -0.033 -0.6% 4.733
High 5.605 5.940 0.335 6.0% 5.424
Low 5.463 5.510 0.047 0.9% 4.733
Close 5.513 5.800 0.287 5.2% 5.232
Range 0.142 0.430 0.288 202.8% 0.691
ATR 0.251 0.264 0.013 5.1% 0.000
Volume 84,782 78,137 -6,645 -7.8% 265,558
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.040 6.850 6.037
R3 6.610 6.420 5.918
R2 6.180 6.180 5.879
R1 5.990 5.990 5.839 6.085
PP 5.750 5.750 5.750 5.798
S1 5.560 5.560 5.761 5.655
S2 5.320 5.320 5.721
S3 4.890 5.130 5.682
S4 4.460 4.700 5.564
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 5.940 5.197 0.743 12.8% 0.242 4.2% 81% True False 63,879
10 5.940 4.533 1.407 24.3% 0.278 4.8% 90% True False 54,610
20 5.940 4.520 1.420 24.5% 0.271 4.7% 90% True False 38,339
40 6.172 4.520 1.652 28.5% 0.241 4.2% 77% False False 25,285
60 6.300 4.520 1.780 30.7% 0.232 4.0% 72% False False 18,768
80 6.300 4.520 1.780 30.7% 0.222 3.8% 72% False False 14,742
100 6.300 4.520 1.780 30.7% 0.205 3.5% 72% False False 12,170
120 6.300 4.520 1.780 30.7% 0.191 3.3% 72% False False 10,307
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.768
2.618 7.066
1.618 6.636
1.000 6.370
0.618 6.206
HIGH 5.940
0.618 5.776
0.500 5.725
0.382 5.674
LOW 5.510
0.618 5.244
1.000 5.080
1.618 4.814
2.618 4.384
4.250 3.683
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 5.775 5.754
PP 5.750 5.707
S1 5.725 5.661

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

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