NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	5.729	5.800	0.071	1.2%	5.296
High	5.816	5.906	0.090	1.5%	5.958
Low	5.588	5.659	0.071	1.3%	5.262
Close	5.772	5.884	0.112	1.9%	5.829
Range	0.228	0.247	0.019	8.3%	0.696
ATR	0.259	0.258	-0.001	-0.3%	0.000
Volume	41,531	53,711	12,180	29.3%	348,415

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.557	6.468	6.020
R3	6.310	6.221	5.952
R2	6.063	6.063	5.929
R1	5.974	5.974	5.907	6.019
PP	5.816	5.816	5.816	5.839
S1	5.727	5.727	5.861	5.772
S2	5.569	5.569	5.839
S3	5.322	5.480	5.816
S4	5.075	5.233	5.748

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	5.510	0.469	8.0%	0.279	4.7%	80%	False	False	66,412
10	5.979	4.897	1.082	18.4%	0.266	4.5%	91%	False	False	62,587
20	5.979	4.520	1.459	24.8%	0.281	4.8%	93%	False	False	47,661
40	5.979	4.520	1.459	24.8%	0.243	4.1%	93%	False	False	30,894
60	6.300	4.520	1.780	30.3%	0.234	4.0%	77%	False	False	22,802
80	6.300	4.520	1.780	30.3%	0.229	3.9%	77%	False	False	17,801
100	6.300	4.520	1.780	30.3%	0.206	3.5%	77%	False	False	14,625
120	6.300	4.520	1.780	30.3%	0.196	3.3%	77%	False	False	12,383

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.956
2.618	6.553
1.618	6.306
1.000	6.153
0.618	6.059
HIGH	5.906
0.618	5.812
0.500	5.783
0.382	5.753
LOW	5.659
0.618	5.506
1.000	5.412
1.618	5.259
2.618	5.012
4.250	4.609

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	5.850	5.851
PP	5.816	5.817
S1	5.783	5.784

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols