NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 5.745 5.620 -0.125 -2.2% 5.889
High 5.787 5.631 -0.156 -2.7% 5.889
Low 5.633 5.551 -0.082 -1.5% 5.633
Close 5.666 5.596 -0.070 -1.2% 5.666
Range 0.154 0.080 -0.074 -48.1% 0.256
ATR 0.122 0.121 0.000 -0.4% 0.000
Volume 5,199 7,179 1,980 38.1% 25,348
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 5.833 5.794 5.640
R3 5.753 5.714 5.618
R2 5.673 5.673 5.611
R1 5.634 5.634 5.603 5.614
PP 5.593 5.593 5.593 5.582
S1 5.554 5.554 5.589 5.534
S2 5.513 5.513 5.581
S3 5.433 5.474 5.574
S4 5.353 5.394 5.552
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 6.497 6.338 5.807
R3 6.241 6.082 5.736
R2 5.985 5.985 5.713
R1 5.826 5.826 5.689 5.778
PP 5.729 5.729 5.729 5.705
S1 5.570 5.570 5.643 5.522
S2 5.473 5.473 5.619
S3 5.217 5.314 5.596
S4 4.961 5.058 5.525
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.856 5.551 0.305 5.5% 0.096 1.7% 15% False True 5,419
10 6.004 5.551 0.453 8.1% 0.106 1.9% 10% False True 4,906
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.971
2.618 5.840
1.618 5.760
1.000 5.711
0.618 5.680
HIGH 5.631
0.618 5.600
0.500 5.591
0.382 5.582
LOW 5.551
0.618 5.502
1.000 5.471
1.618 5.422
2.618 5.342
4.250 5.211
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 5.594 5.704
PP 5.593 5.668
S1 5.591 5.632

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

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