NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 5.793 6.051 0.258 4.5% 5.620
High 5.991 6.273 0.282 4.7% 5.664
Low 5.793 5.979 0.186 3.2% 5.460
Close 5.986 6.199 0.213 3.6% 5.629
Range 0.198 0.294 0.096 48.5% 0.204
ATR 0.131 0.142 0.012 8.9% 0.000
Volume 4,059 5,762 1,703 42.0% 25,498
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 7.032 6.910 6.361
R3 6.738 6.616 6.280
R2 6.444 6.444 6.253
R1 6.322 6.322 6.226 6.383
PP 6.150 6.150 6.150 6.181
S1 6.028 6.028 6.172 6.089
S2 5.856 5.856 6.145
S3 5.562 5.734 6.118
S4 5.268 5.440 6.037
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 6.273 5.547 0.726 11.7% 0.185 3.0% 90% True False 4,612
10 6.273 5.460 0.813 13.1% 0.146 2.4% 91% True False 4,746
20 6.273 5.460 0.813 13.1% 0.131 2.1% 91% True False 4,487
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 0.031
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 7.523
2.618 7.043
1.618 6.749
1.000 6.567
0.618 6.455
HIGH 6.273
0.618 6.161
0.500 6.126
0.382 6.091
LOW 5.979
0.618 5.797
1.000 5.685
1.618 5.503
2.618 5.209
4.250 4.730
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 6.175 6.133
PP 6.150 6.066
S1 6.126 6.000

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

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