NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 5.785 5.793 0.008 0.1% 5.620
High 5.816 5.991 0.175 3.0% 5.664
Low 5.727 5.793 0.066 1.2% 5.460
Close 5.764 5.986 0.222 3.9% 5.629
Range 0.089 0.198 0.109 122.5% 0.204
ATR 0.123 0.131 0.007 6.0% 0.000
Volume 2,783 4,059 1,276 45.8% 25,498
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 6.517 6.450 6.095
R3 6.319 6.252 6.040
R2 6.121 6.121 6.022
R1 6.054 6.054 6.004 6.088
PP 5.923 5.923 5.923 5.940
S1 5.856 5.856 5.968 5.890
S2 5.725 5.725 5.950
S3 5.527 5.658 5.932
S4 5.329 5.460 5.877
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 5.991 5.460 0.531 8.9% 0.147 2.5% 99% True False 4,331
10 5.991 5.460 0.531 8.9% 0.129 2.2% 99% True False 4,615
20 6.004 5.460 0.544 9.1% 0.122 2.0% 97% False False 4,395
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.833
2.618 6.509
1.618 6.311
1.000 6.189
0.618 6.113
HIGH 5.991
0.618 5.915
0.500 5.892
0.382 5.869
LOW 5.793
0.618 5.671
1.000 5.595
1.618 5.473
2.618 5.275
4.250 4.952
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 5.955 5.919
PP 5.923 5.851
S1 5.892 5.784

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

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