NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 5.830 5.980 0.150 2.6% 5.882
High 6.011 6.038 0.027 0.4% 5.984
Low 5.808 5.823 0.015 0.3% 5.588
Close 5.996 5.840 -0.156 -2.6% 5.698
Range 0.203 0.215 0.012 5.9% 0.396
ATR 0.266 0.263 -0.004 -1.4% 0.000
Volume 34,226 46,637 12,411 36.3% 202,918
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.545 6.408 5.958
R3 6.330 6.193 5.899
R2 6.115 6.115 5.879
R1 5.978 5.978 5.860 5.939
PP 5.900 5.900 5.900 5.881
S1 5.763 5.763 5.820 5.724
S2 5.685 5.685 5.801
S3 5.470 5.548 5.781
S4 5.255 5.333 5.722
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 6.038 5.588 0.450 7.7% 0.242 4.2% 56% True False 43,250
10 6.038 5.381 0.657 11.3% 0.248 4.2% 70% True False 58,078
20 6.038 4.520 1.518 26.0% 0.257 4.4% 87% True False 50,634
40 6.038 4.520 1.518 26.0% 0.244 4.2% 87% True False 33,294
60 6.300 4.520 1.780 30.5% 0.235 4.0% 74% False False 24,532
80 6.300 4.520 1.780 30.5% 0.233 4.0% 74% False False 19,234
100 6.300 4.520 1.780 30.5% 0.208 3.6% 74% False False 15,768
120 6.300 4.520 1.780 30.5% 0.200 3.4% 74% False False 13,362
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 0.056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.952
2.618 6.601
1.618 6.386
1.000 6.253
0.618 6.171
HIGH 6.038
0.618 5.956
0.500 5.931
0.382 5.905
LOW 5.823
0.618 5.690
1.000 5.608
1.618 5.475
2.618 5.260
4.250 4.909
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 5.931 5.852
PP 5.900 5.848
S1 5.870 5.844

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

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