NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 28-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 28-Dec-2009 Change Change % Previous Week
Open 5.925 5.830 -0.095 -1.6% 5.882
High 5.984 6.011 0.027 0.5% 5.984
Low 5.665 5.808 0.143 2.5% 5.588
Close 5.698 5.996 0.298 5.2% 5.698
Range 0.319 0.203 -0.116 -36.4% 0.396
ATR 0.263 0.266 0.004 1.4% 0.000
Volume 40,146 34,226 -5,920 -14.7% 202,918
Daily Pivots for day following 28-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.547 6.475 6.108
R3 6.344 6.272 6.052
R2 6.141 6.141 6.033
R1 6.069 6.069 6.015 6.105
PP 5.938 5.938 5.938 5.957
S1 5.866 5.866 5.977 5.902
S2 5.735 5.735 5.959
S3 5.532 5.663 5.940
S4 5.329 5.460 5.884
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.945 6.717 5.916
R3 6.549 6.321 5.807
R2 6.153 6.153 5.771
R1 5.925 5.925 5.734 5.841
PP 5.757 5.757 5.757 5.715
S1 5.529 5.529 5.662 5.445
S2 5.361 5.361 5.625
S3 4.965 5.133 5.589
S4 4.569 4.737 5.480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.011 5.588 0.423 7.1% 0.261 4.4% 96% True False 47,428
10 6.011 5.262 0.749 12.5% 0.247 4.1% 98% True False 58,555
20 6.011 4.520 1.491 24.9% 0.264 4.4% 99% True False 49,028
40 6.011 4.520 1.491 24.9% 0.246 4.1% 99% True False 32,364
60 6.300 4.520 1.780 29.7% 0.236 3.9% 83% False False 23,892
80 6.300 4.520 1.780 29.7% 0.233 3.9% 83% False False 18,682
100 6.300 4.520 1.780 29.7% 0.208 3.5% 83% False False 15,317
120 6.300 4.520 1.780 29.7% 0.199 3.3% 83% False False 12,980
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.054
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.874
2.618 6.542
1.618 6.339
1.000 6.214
0.618 6.136
HIGH 6.011
0.618 5.933
0.500 5.910
0.382 5.886
LOW 5.808
0.618 5.683
1.000 5.605
1.618 5.480
2.618 5.277
4.250 4.945
Fisher Pivots for day following 28-Dec-2009
Pivot 1 day 3 day
R1 5.967 5.942
PP 5.938 5.889
S1 5.910 5.835

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

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