NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 5.840 5.709 -0.131 -2.2% 5.882
High 5.929 5.873 -0.056 -0.9% 5.984
Low 5.695 5.505 -0.190 -3.3% 5.588
Close 5.709 5.572 -0.137 -2.4% 5.698
Range 0.234 0.368 0.134 57.3% 0.396
ATR 0.261 0.268 0.008 2.9% 0.000
Volume 54,854 56,104 1,250 2.3% 202,918
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.754 6.531 5.774
R3 6.386 6.163 5.673
R2 6.018 6.018 5.639
R1 5.795 5.795 5.606 5.723
PP 5.650 5.650 5.650 5.614
S1 5.427 5.427 5.538 5.355
S2 5.282 5.282 5.505
S3 4.914 5.059 5.471
S4 4.546 4.691 5.370
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 5.505 0.533 9.6% 0.268 4.8% 13% False True 46,393
10 6.038 5.505 0.533 9.6% 0.274 4.9% 13% False True 56,403
20 6.038 4.520 1.518 27.2% 0.263 4.7% 69% False False 53,156
40 6.038 4.520 1.518 27.2% 0.248 4.4% 69% False False 35,517
60 6.300 4.520 1.780 31.9% 0.236 4.2% 59% False False 26,165
80 6.300 4.520 1.780 31.9% 0.236 4.2% 59% False False 20,549
100 6.300 4.520 1.780 31.9% 0.212 3.8% 59% False False 16,848
120 6.300 4.520 1.780 31.9% 0.204 3.7% 59% False False 14,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.074
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7.437
2.618 6.836
1.618 6.468
1.000 6.241
0.618 6.100
HIGH 5.873
0.618 5.732
0.500 5.689
0.382 5.646
LOW 5.505
0.618 5.278
1.000 5.137
1.618 4.910
2.618 4.542
4.250 3.941
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 5.689 5.772
PP 5.650 5.705
S1 5.611 5.639

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

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