NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 4.536 4.733 0.197 4.3% 5.261
High 4.750 5.090 0.340 7.2% 5.261
Low 4.533 4.733 0.200 4.4% 4.520
Close 4.672 5.057 0.385 8.2% 4.672
Range 0.217 0.357 0.140 64.5% 0.741
ATR 0.238 0.251 0.013 5.4% 0.000
Volume 23,283 19,064 -4,219 -18.1% 129,445
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.031 5.901 5.253
R3 5.674 5.544 5.155
R2 5.317 5.317 5.122
R1 5.187 5.187 5.090 5.252
PP 4.960 4.960 4.960 4.993
S1 4.830 4.830 5.024 4.895
S2 4.603 4.603 4.992
S3 4.246 4.473 4.959
S4 3.889 4.116 4.861
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.041 6.597 5.080
R3 6.300 5.856 4.876
R2 5.559 5.559 4.808
R1 5.115 5.115 4.740 4.967
PP 4.818 4.818 4.818 4.743
S1 4.374 4.374 4.604 4.226
S2 4.077 4.077 4.536
S3 3.336 3.633 4.468
S4 2.595 2.892 4.264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.090 4.520 0.570 11.3% 0.248 4.9% 94% True False 26,800
10 5.351 4.520 0.831 16.4% 0.284 5.6% 65% False False 22,897
20 5.351 4.520 0.831 16.4% 0.239 4.7% 65% False False 19,762
40 6.300 4.520 1.780 35.2% 0.230 4.6% 30% False False 13,923
60 6.300 4.520 1.780 35.2% 0.225 4.4% 30% False False 10,793
80 6.300 4.520 1.780 35.2% 0.204 4.0% 30% False False 8,647
100 6.300 4.520 1.780 35.2% 0.194 3.8% 30% False False 7,215
120 6.300 4.520 1.780 35.2% 0.181 3.6% 30% False False 6,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.607
2.618 6.025
1.618 5.668
1.000 5.447
0.618 5.311
HIGH 5.090
0.618 4.954
0.500 4.912
0.382 4.869
LOW 4.733
0.618 4.512
1.000 4.376
1.618 4.155
2.618 3.798
4.250 3.216
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 5.009 4.973
PP 4.960 4.889
S1 4.912 4.805

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

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