NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 5.365 5.380 0.015 0.3% 5.700
High 5.380 5.450 0.070 1.3% 5.700
Low 5.280 5.370 0.090 1.7% 5.395
Close 5.294 5.439 0.145 2.7% 5.415
Range 0.100 0.080 -0.020 -20.0% 0.305
ATR 0.140 0.141 0.001 0.8% 0.000
Volume 532 618 86 16.2% 4,742
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.660 5.629 5.483
R3 5.580 5.549 5.461
R2 5.500 5.500 5.454
R1 5.469 5.469 5.446 5.485
PP 5.420 5.420 5.420 5.427
S1 5.389 5.389 5.432 5.405
S2 5.340 5.340 5.424
S3 5.260 5.309 5.417
S4 5.180 5.229 5.395
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 5.540 5.280 0.260 4.8% 0.071 1.3% 61% False False 717
10 5.905 5.280 0.625 11.5% 0.092 1.7% 25% False False 1,006
20 6.400 5.280 1.120 20.6% 0.107 2.0% 14% False False 903
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 0.008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.790
2.618 5.659
1.618 5.579
1.000 5.530
0.618 5.499
HIGH 5.450
0.618 5.419
0.500 5.410
0.382 5.401
LOW 5.370
0.618 5.321
1.000 5.290
1.618 5.241
2.618 5.161
4.250 5.030
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 5.429 5.414
PP 5.420 5.390
S1 5.410 5.365

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

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