NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 5.430 5.365 -0.065 -1.2% 5.700
High 5.435 5.380 -0.055 -1.0% 5.700
Low 5.395 5.280 -0.115 -2.1% 5.395
Close 5.415 5.294 -0.121 -2.2% 5.415
Range 0.040 0.100 0.060 150.0% 0.305
ATR 0.140 0.140 0.000 -0.3% 0.000
Volume 477 532 55 11.5% 4,742
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.618 5.556 5.349
R3 5.518 5.456 5.322
R2 5.418 5.418 5.312
R1 5.356 5.356 5.303 5.337
PP 5.318 5.318 5.318 5.309
S1 5.256 5.256 5.285 5.237
S2 5.218 5.218 5.276
S3 5.118 5.156 5.267
S4 5.018 5.056 5.239
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.418 6.222 5.583
R3 6.113 5.917 5.499
R2 5.808 5.808 5.471
R1 5.612 5.612 5.443 5.558
PP 5.503 5.503 5.503 5.476
S1 5.307 5.307 5.387 5.253
S2 5.198 5.198 5.359
S3 4.893 5.002 5.331
S4 4.588 4.697 5.247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.625 5.280 0.345 6.5% 0.076 1.4% 4% False True 925
10 5.926 5.280 0.646 12.2% 0.090 1.7% 2% False True 999
20 6.487 5.280 1.207 22.8% 0.116 2.2% 1% False True 940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.805
2.618 5.642
1.618 5.542
1.000 5.480
0.618 5.442
HIGH 5.380
0.618 5.342
0.500 5.330
0.382 5.318
LOW 5.280
0.618 5.218
1.000 5.180
1.618 5.118
2.618 5.018
4.250 4.855
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 5.330 5.410
PP 5.318 5.371
S1 5.306 5.333

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

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