NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 5.820 5.748 -0.072 -1.2% 5.850
High 5.874 5.814 -0.060 -1.0% 6.124
Low 5.720 5.723 0.003 0.1% 5.720
Close 5.727 5.734 0.007 0.1% 5.727
Range 0.154 0.091 -0.063 -40.9% 0.404
ATR 0.177 0.171 -0.006 -3.5% 0.000
Volume 2,271 740 -1,531 -67.4% 10,937
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.030 5.973 5.784
R3 5.939 5.882 5.759
R2 5.848 5.848 5.751
R1 5.791 5.791 5.742 5.774
PP 5.757 5.757 5.757 5.749
S1 5.700 5.700 5.726 5.683
S2 5.666 5.666 5.717
S3 5.575 5.609 5.709
S4 5.484 5.518 5.684
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 7.069 6.802 5.949
R3 6.665 6.398 5.838
R2 6.261 6.261 5.801
R1 5.994 5.994 5.764 5.926
PP 5.857 5.857 5.857 5.823
S1 5.590 5.590 5.690 5.522
S2 5.453 5.453 5.653
S3 5.049 5.186 5.616
S4 4.645 4.782 5.505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.041 5.720 0.321 5.6% 0.152 2.7% 4% False False 1,939
10 6.124 5.411 0.713 12.4% 0.169 2.9% 45% False False 1,883
20 6.124 5.312 0.812 14.2% 0.162 2.8% 52% False False 1,429
40 6.487 5.280 1.207 21.0% 0.139 2.4% 38% False False 1,185
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.201
2.618 6.052
1.618 5.961
1.000 5.905
0.618 5.870
HIGH 5.814
0.618 5.779
0.500 5.769
0.382 5.758
LOW 5.723
0.618 5.667
1.000 5.632
1.618 5.576
2.618 5.485
4.250 5.336
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 5.769 5.862
PP 5.757 5.819
S1 5.746 5.777

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

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