NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 5.507 5.420 -0.087 -1.6% 5.748
High 5.507 5.480 -0.027 -0.5% 5.815
Low 5.431 5.400 -0.031 -0.6% 5.615
Close 5.441 5.443 0.002 0.0% 5.623
Range 0.076 0.080 0.004 5.3% 0.200
ATR 0.146 0.141 -0.005 -3.2% 0.000
Volume 1,463 1,138 -325 -22.2% 6,283
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.681 5.642 5.487
R3 5.601 5.562 5.465
R2 5.521 5.521 5.458
R1 5.482 5.482 5.450 5.502
PP 5.441 5.441 5.441 5.451
S1 5.402 5.402 5.436 5.422
S2 5.361 5.361 5.428
S3 5.281 5.322 5.421
S4 5.201 5.242 5.399
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.284 6.154 5.733
R3 6.084 5.954 5.678
R2 5.884 5.884 5.660
R1 5.754 5.754 5.641 5.719
PP 5.684 5.684 5.684 5.667
S1 5.554 5.554 5.605 5.519
S2 5.484 5.484 5.586
S3 5.284 5.354 5.568
S4 5.084 5.154 5.513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.747 5.400 0.347 6.4% 0.079 1.4% 12% False True 1,477
10 6.004 5.400 0.604 11.1% 0.111 2.0% 7% False True 1,422
20 6.124 5.400 0.724 13.3% 0.138 2.5% 6% False True 1,604
40 6.124 5.280 0.844 15.5% 0.127 2.3% 19% False False 1,259
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.820
2.618 5.689
1.618 5.609
1.000 5.560
0.618 5.529
HIGH 5.480
0.618 5.449
0.500 5.440
0.382 5.431
LOW 5.400
0.618 5.351
1.000 5.320
1.618 5.271
2.618 5.191
4.250 5.060
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 5.442 5.486
PP 5.441 5.471
S1 5.440 5.457

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

View Archives - Comment on this page... - Back to Index of Symbols