NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 5.557 5.613 0.056 1.0% 5.620
High 5.664 5.803 0.139 2.5% 5.664
Low 5.547 5.576 0.029 0.5% 5.460
Close 5.629 5.799 0.170 3.0% 5.629
Range 0.117 0.227 0.110 94.0% 0.204
ATR 0.118 0.126 0.008 6.6% 0.000
Volume 6,298 4,161 -2,137 -33.9% 25,498
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 6.407 6.330 5.924
R3 6.180 6.103 5.861
R2 5.953 5.953 5.841
R1 5.876 5.876 5.820 5.915
PP 5.726 5.726 5.726 5.745
S1 5.649 5.649 5.778 5.688
S2 5.499 5.499 5.757
S3 5.272 5.422 5.737
S4 5.045 5.195 5.674
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 6.196 6.117 5.741
R3 5.992 5.913 5.685
R2 5.788 5.788 5.666
R1 5.709 5.709 5.648 5.749
PP 5.584 5.584 5.584 5.604
S1 5.505 5.505 5.610 5.545
S2 5.380 5.380 5.592
S3 5.176 5.301 5.573
S4 4.972 5.097 5.517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.803 5.460 0.343 5.9% 0.129 2.2% 99% True False 4,496
10 5.856 5.460 0.396 6.8% 0.113 1.9% 86% False False 4,957
20 6.004 5.460 0.544 9.4% 0.115 2.0% 62% False False 4,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6.768
2.618 6.397
1.618 6.170
1.000 6.030
0.618 5.943
HIGH 5.803
0.618 5.716
0.500 5.690
0.382 5.663
LOW 5.576
0.618 5.436
1.000 5.349
1.618 5.209
2.618 4.982
4.250 4.611
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 5.763 5.743
PP 5.726 5.687
S1 5.690 5.632

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

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