NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 6.366 6.384 0.018 0.3% 5.613
High 6.390 6.439 0.049 0.8% 6.399
Low 6.266 6.200 -0.066 -1.1% 5.576
Close 6.313 6.345 0.032 0.5% 6.365
Range 0.124 0.239 0.115 92.7% 0.823
ATR 0.145 0.152 0.007 4.6% 0.000
Volume 4,935 4,745 -190 -3.9% 24,925
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 7.045 6.934 6.476
R3 6.806 6.695 6.411
R2 6.567 6.567 6.389
R1 6.456 6.456 6.367 6.392
PP 6.328 6.328 6.328 6.296
S1 6.217 6.217 6.323 6.153
S2 6.089 6.089 6.301
S3 5.850 5.978 6.279
S4 5.611 5.739 6.214
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 6.439 5.793 0.646 10.2% 0.211 3.3% 85% True False 5,532
10 6.439 5.460 0.979 15.4% 0.171 2.7% 90% True False 4,929
20 6.439 5.460 0.979 15.4% 0.136 2.1% 90% True False 4,969
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.455
2.618 7.065
1.618 6.826
1.000 6.678
0.618 6.587
HIGH 6.439
0.618 6.348
0.500 6.320
0.382 6.291
LOW 6.200
0.618 6.052
1.000 5.961
1.618 5.813
2.618 5.574
4.250 5.184
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 6.337 6.336
PP 6.328 6.328
S1 6.320 6.319

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

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