NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 6.384 6.411 0.027 0.4% 5.613
High 6.439 6.413 -0.026 -0.4% 6.399
Low 6.200 6.190 -0.010 -0.2% 5.576
Close 6.345 6.248 -0.097 -1.5% 6.365
Range 0.239 0.223 -0.016 -6.7% 0.823
ATR 0.152 0.157 0.005 3.4% 0.000
Volume 4,745 8,293 3,548 74.8% 24,925
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 6.953 6.823 6.371
R3 6.730 6.600 6.309
R2 6.507 6.507 6.289
R1 6.377 6.377 6.268 6.331
PP 6.284 6.284 6.284 6.260
S1 6.154 6.154 6.228 6.108
S2 6.061 6.061 6.207
S3 5.838 5.931 6.187
S4 5.615 5.708 6.125
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 5.979 0.460 7.4% 0.216 3.5% 58% False False 6,379
10 6.439 5.460 0.979 15.7% 0.182 2.9% 80% False False 5,355
20 6.439 5.460 0.979 15.7% 0.142 2.3% 80% False False 5,198
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.361
2.618 6.997
1.618 6.774
1.000 6.636
0.618 6.551
HIGH 6.413
0.618 6.328
0.500 6.302
0.382 6.275
LOW 6.190
0.618 6.052
1.000 5.967
1.618 5.829
2.618 5.606
4.250 5.242
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 6.302 6.315
PP 6.284 6.292
S1 6.266 6.270

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

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