NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 21-Dec-2009
Day Change Summary
Previous Current
18-Dec-2009 21-Dec-2009 Change Change % Previous Week
Open 5.795 5.882 0.087 1.5% 5.296
High 5.958 5.979 0.021 0.4% 5.958
Low 5.775 5.670 -0.105 -1.8% 5.262
Close 5.829 5.712 -0.117 -2.0% 5.829
Range 0.183 0.309 0.126 68.9% 0.696
ATR 0.258 0.262 0.004 1.4% 0.000
Volume 91,154 67,530 -23,624 -25.9% 348,415
Daily Pivots for day following 21-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.714 6.522 5.882
R3 6.405 6.213 5.797
R2 6.096 6.096 5.769
R1 5.904 5.904 5.740 5.846
PP 5.787 5.787 5.787 5.758
S1 5.595 5.595 5.684 5.537
S2 5.478 5.478 5.655
S3 5.169 5.286 5.627
S4 4.860 4.977 5.542
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 5.979 5.381 0.598 10.5% 0.253 4.4% 55% True False 72,905
10 5.979 4.897 1.082 18.9% 0.270 4.7% 75% True False 66,243
20 5.979 4.520 1.459 25.5% 0.277 4.8% 82% True False 44,570
40 5.979 4.520 1.459 25.5% 0.242 4.2% 82% True False 28,832
60 6.300 4.520 1.780 31.2% 0.234 4.1% 67% False False 21,283
80 6.300 4.520 1.780 31.2% 0.226 4.0% 67% False False 16,669
100 6.300 4.520 1.780 31.2% 0.206 3.6% 67% False False 13,720
120 6.300 4.520 1.780 31.2% 0.194 3.4% 67% False False 11,610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.292
2.618 6.788
1.618 6.479
1.000 6.288
0.618 6.170
HIGH 5.979
0.618 5.861
0.500 5.825
0.382 5.788
LOW 5.670
0.618 5.479
1.000 5.361
1.618 5.170
2.618 4.861
4.250 4.357
Fisher Pivots for day following 21-Dec-2009
Pivot 1 day 3 day
R1 5.825 5.745
PP 5.787 5.734
S1 5.750 5.723

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

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