NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 22-Dec-2009
Day Change Summary
Previous Current
21-Dec-2009 22-Dec-2009 Change Change % Previous Week
Open 5.882 5.729 -0.153 -2.6% 5.296
High 5.979 5.816 -0.163 -2.7% 5.958
Low 5.670 5.588 -0.082 -1.4% 5.262
Close 5.712 5.772 0.060 1.1% 5.829
Range 0.309 0.228 -0.081 -26.2% 0.696
ATR 0.262 0.259 -0.002 -0.9% 0.000
Volume 67,530 41,531 -25,999 -38.5% 348,415
Daily Pivots for day following 22-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.409 6.319 5.897
R3 6.181 6.091 5.835
R2 5.953 5.953 5.814
R1 5.863 5.863 5.793 5.908
PP 5.725 5.725 5.725 5.748
S1 5.635 5.635 5.751 5.680
S2 5.497 5.497 5.730
S3 5.269 5.407 5.709
S4 5.041 5.179 5.647
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 5.463 0.516 8.9% 0.258 4.5% 60% False False 72,626
10 5.979 4.897 1.082 18.7% 0.276 4.8% 81% False False 64,537
20 5.979 4.520 1.459 25.3% 0.279 4.8% 86% False False 45,987
40 5.979 4.520 1.459 25.3% 0.241 4.2% 86% False False 29,745
60 6.300 4.520 1.780 30.8% 0.235 4.1% 70% False False 21,949
80 6.300 4.520 1.780 30.8% 0.227 3.9% 70% False False 17,156
100 6.300 4.520 1.780 30.8% 0.207 3.6% 70% False False 14,108
120 6.300 4.520 1.780 30.8% 0.195 3.4% 70% False False 11,941
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 0.065
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.785
2.618 6.413
1.618 6.185
1.000 6.044
0.618 5.957
HIGH 5.816
0.618 5.729
0.500 5.702
0.382 5.675
LOW 5.588
0.618 5.447
1.000 5.360
1.618 5.219
2.618 4.991
4.250 4.619
Fisher Pivots for day following 22-Dec-2009
Pivot 1 day 3 day
R1 5.749 5.784
PP 5.725 5.780
S1 5.702 5.776

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

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