NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 4.925 4.889 -0.036 -0.7% 4.920
High 5.010 4.971 -0.039 -0.8% 5.147
Low 4.825 4.769 -0.056 -1.2% 4.655
Close 4.888 4.855 -0.033 -0.7% 4.845
Range 0.185 0.202 0.017 9.2% 0.492
ATR 0.206 0.206 0.000 -0.2% 0.000
Volume 13,195 20,220 7,025 53.2% 81,541
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.471 5.365 4.966
R3 5.269 5.163 4.911
R2 5.067 5.067 4.892
R1 4.961 4.961 4.874 4.913
PP 4.865 4.865 4.865 4.841
S1 4.759 4.759 4.836 4.711
S2 4.663 4.663 4.818
S3 4.461 4.557 4.799
S4 4.259 4.355 4.744
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.358 6.094 5.116
R3 5.866 5.602 4.980
R2 5.374 5.374 4.935
R1 5.110 5.110 4.890 4.996
PP 4.882 4.882 4.882 4.826
S1 4.618 4.618 4.800 4.504
S2 4.390 4.390 4.755
S3 3.898 4.126 4.710
S4 3.406 3.634 4.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.035 4.655 0.380 7.8% 0.215 4.4% 53% False False 16,613
10 5.147 4.655 0.492 10.1% 0.194 4.0% 41% False False 16,669
20 5.715 4.655 1.060 21.8% 0.205 4.2% 19% False False 14,127
40 6.300 4.655 1.645 33.9% 0.211 4.3% 12% False False 10,373
60 6.300 4.655 1.645 33.9% 0.212 4.4% 12% False False 7,848
80 6.300 4.655 1.645 33.9% 0.187 3.9% 12% False False 6,366
100 6.300 4.655 1.645 33.9% 0.179 3.7% 12% False False 5,328
120 6.487 4.655 1.832 37.7% 0.172 3.5% 11% False False 4,599
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.830
2.618 5.500
1.618 5.298
1.000 5.173
0.618 5.096
HIGH 4.971
0.618 4.894
0.500 4.870
0.382 4.846
LOW 4.769
0.618 4.644
1.000 4.567
1.618 4.442
2.618 4.240
4.250 3.911
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 4.870 4.848
PP 4.865 4.841
S1 4.860 4.834

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

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