NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 5.547 5.795 0.248 4.5% 5.296
High 5.940 5.958 0.018 0.3% 5.958
Low 5.510 5.775 0.265 4.8% 5.262
Close 5.800 5.829 0.029 0.5% 5.829
Range 0.430 0.183 -0.247 -57.4% 0.696
ATR 0.264 0.258 -0.006 -2.2% 0.000
Volume 78,137 91,154 13,017 16.7% 348,415
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.403 6.299 5.930
R3 6.220 6.116 5.879
R2 6.037 6.037 5.863
R1 5.933 5.933 5.846 5.985
PP 5.854 5.854 5.854 5.880
S1 5.750 5.750 5.812 5.802
S2 5.671 5.671 5.795
S3 5.488 5.567 5.779
S4 5.305 5.384 5.728
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.771 7.496 6.212
R3 7.075 6.800 6.020
R2 6.379 6.379 5.957
R1 6.104 6.104 5.893 6.242
PP 5.683 5.683 5.683 5.752
S1 5.408 5.408 5.765 5.546
S2 4.987 4.987 5.701
S3 4.291 4.712 5.638
S4 3.595 4.016 5.446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.958 5.262 0.696 11.9% 0.233 4.0% 81% True False 69,683
10 5.958 4.733 1.225 21.0% 0.275 4.7% 89% True False 61,397
20 5.958 4.520 1.438 24.7% 0.271 4.7% 91% True False 42,000
40 6.088 4.520 1.568 26.9% 0.240 4.1% 83% False False 27,343
60 6.300 4.520 1.780 30.5% 0.232 4.0% 74% False False 20,225
80 6.300 4.520 1.780 30.5% 0.224 3.8% 74% False False 15,857
100 6.300 4.520 1.780 30.5% 0.205 3.5% 74% False False 13,065
120 6.300 4.520 1.780 30.5% 0.193 3.3% 74% False False 11,061
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 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.736
2.618 6.437
1.618 6.254
1.000 6.141
0.618 6.071
HIGH 5.958
0.618 5.888
0.500 5.867
0.382 5.845
LOW 5.775
0.618 5.662
1.000 5.592
1.618 5.479
2.618 5.296
4.250 4.997
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 5.867 5.790
PP 5.854 5.750
S1 5.842 5.711

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

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