NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 5.601 5.466 -0.135 -2.4% 5.292
High 5.683 5.501 -0.182 -3.2% 5.597
Low 5.425 5.301 -0.124 -2.3% 5.253
Close 5.428 5.328 -0.100 -1.8% 5.535
Range 0.258 0.200 -0.058 -22.5% 0.344
ATR 0.215 0.214 -0.001 -0.5% 0.000
Volume 53,335 47,398 -5,937 -11.1% 93,737
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.977 5.852 5.438
R3 5.777 5.652 5.383
R2 5.577 5.577 5.365
R1 5.452 5.452 5.346 5.415
PP 5.377 5.377 5.377 5.358
S1 5.252 5.252 5.310 5.215
S2 5.177 5.177 5.291
S3 4.977 5.052 5.273
S4 4.777 4.852 5.218
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.494 6.358 5.724
R3 6.150 6.014 5.630
R2 5.806 5.806 5.598
R1 5.670 5.670 5.567 5.738
PP 5.462 5.462 5.462 5.496
S1 5.326 5.326 5.503 5.394
S2 5.118 5.118 5.472
S3 4.774 4.982 5.440
S4 4.430 4.638 5.346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.683 5.253 0.430 8.1% 0.213 4.0% 17% False False 32,907
10 5.683 5.110 0.573 10.8% 0.199 3.7% 38% False False 23,469
20 5.767 5.110 0.657 12.3% 0.197 3.7% 33% False False 18,542
40 5.956 5.110 0.846 15.9% 0.201 3.8% 26% False False 13,147
60 5.956 4.656 1.300 24.4% 0.208 3.9% 52% False False 10,248
80 6.200 4.656 1.544 29.0% 0.196 3.7% 44% False False 8,558
100 6.200 4.656 1.544 29.0% 0.188 3.5% 44% False False 7,259
120 6.200 4.656 1.544 29.0% 0.179 3.4% 44% False False 6,204
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 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.351
2.618 6.025
1.618 5.825
1.000 5.701
0.618 5.625
HIGH 5.501
0.618 5.425
0.500 5.401
0.382 5.377
LOW 5.301
0.618 5.177
1.000 5.101
1.618 4.977
2.618 4.777
4.250 4.451
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 5.401 5.492
PP 5.377 5.437
S1 5.352 5.383

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

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