NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 6.051 6.250 0.199 3.3% 5.613
High 6.273 6.399 0.126 2.0% 6.399
Low 5.979 6.199 0.220 3.7% 5.576
Close 6.199 6.365 0.166 2.7% 6.365
Range 0.294 0.200 -0.094 -32.0% 0.823
ATR 0.142 0.146 0.004 2.9% 0.000
Volume 5,762 8,160 2,398 41.6% 24,925
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 6.921 6.843 6.475
R3 6.721 6.643 6.420
R2 6.521 6.521 6.402
R1 6.443 6.443 6.383 6.482
PP 6.321 6.321 6.321 6.341
S1 6.243 6.243 6.347 6.282
S2 6.121 6.121 6.328
S3 5.921 6.043 6.310
S4 5.721 5.843 6.255
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 8.582 8.297 6.818
R3 7.759 7.474 6.591
R2 6.936 6.936 6.516
R1 6.651 6.651 6.440 6.794
PP 6.113 6.113 6.113 6.185
S1 5.828 5.828 6.290 5.971
S2 5.290 5.290 6.214
S3 4.467 5.005 6.139
S4 3.644 4.182 5.912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.399 5.576 0.823 12.9% 0.202 3.2% 96% True False 4,985
10 6.399 5.460 0.939 14.8% 0.151 2.4% 96% True False 5,042
20 6.399 5.460 0.939 14.8% 0.131 2.1% 96% True False 4,796
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.249
2.618 6.923
1.618 6.723
1.000 6.599
0.618 6.523
HIGH 6.399
0.618 6.323
0.500 6.299
0.382 6.275
LOW 6.199
0.618 6.075
1.000 5.999
1.618 5.875
2.618 5.675
4.250 5.349
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 6.343 6.275
PP 6.321 6.186
S1 6.299 6.096

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

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