NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 5.613 5.785 0.172 3.1% 5.620
High 5.803 5.816 0.013 0.2% 5.664
Low 5.576 5.727 0.151 2.7% 5.460
Close 5.799 5.764 -0.035 -0.6% 5.629
Range 0.227 0.089 -0.138 -60.8% 0.204
ATR 0.126 0.123 -0.003 -2.1% 0.000
Volume 4,161 2,783 -1,378 -33.1% 25,498
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 6.036 5.989 5.813
R3 5.947 5.900 5.788
R2 5.858 5.858 5.780
R1 5.811 5.811 5.772 5.790
PP 5.769 5.769 5.769 5.759
S1 5.722 5.722 5.756 5.701
S2 5.680 5.680 5.748
S3 5.591 5.633 5.740
S4 5.502 5.544 5.715
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 5.816 5.460 0.356 6.2% 0.130 2.3% 85% True False 4,326
10 5.856 5.460 0.396 6.9% 0.113 2.0% 77% False False 4,762
20 6.004 5.460 0.544 9.4% 0.116 2.0% 56% False False 4,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.194
2.618 6.049
1.618 5.960
1.000 5.905
0.618 5.871
HIGH 5.816
0.618 5.782
0.500 5.772
0.382 5.761
LOW 5.727
0.618 5.672
1.000 5.638
1.618 5.583
2.618 5.494
4.250 5.349
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 5.772 5.737
PP 5.769 5.709
S1 5.767 5.682

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

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