NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 6.250 6.366 0.116 1.9% 5.613
High 6.399 6.390 -0.009 -0.1% 6.399
Low 6.199 6.266 0.067 1.1% 5.576
Close 6.365 6.313 -0.052 -0.8% 6.365
Range 0.200 0.124 -0.076 -38.0% 0.823
ATR 0.146 0.145 -0.002 -1.1% 0.000
Volume 8,160 4,935 -3,225 -39.5% 24,925
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 6.695 6.628 6.381
R3 6.571 6.504 6.347
R2 6.447 6.447 6.336
R1 6.380 6.380 6.324 6.352
PP 6.323 6.323 6.323 6.309
S1 6.256 6.256 6.302 6.228
S2 6.199 6.199 6.290
S3 6.075 6.132 6.279
S4 5.951 6.008 6.245
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 5.727 0.672 10.6% 0.181 2.9% 87% False False 5,139
10 6.399 5.460 0.939 14.9% 0.155 2.5% 91% False False 4,817
20 6.399 5.460 0.939 14.9% 0.130 2.1% 91% False False 4,862
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.917
2.618 6.715
1.618 6.591
1.000 6.514
0.618 6.467
HIGH 6.390
0.618 6.343
0.500 6.328
0.382 6.313
LOW 6.266
0.618 6.189
1.000 6.142
1.618 6.065
2.618 5.941
4.250 5.739
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 6.328 6.272
PP 6.323 6.230
S1 6.318 6.189

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

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