NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 6.411 6.150 -0.261 -4.1% 5.613
High 6.413 6.295 -0.118 -1.8% 6.399
Low 6.190 6.088 -0.102 -1.6% 5.576
Close 6.248 6.269 0.021 0.3% 6.365
Range 0.223 0.207 -0.016 -7.2% 0.823
ATR 0.157 0.160 0.004 2.3% 0.000
Volume 8,293 7,182 -1,111 -13.4% 24,925
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 6.838 6.761 6.383
R3 6.631 6.554 6.326
R2 6.424 6.424 6.307
R1 6.347 6.347 6.288 6.386
PP 6.217 6.217 6.217 6.237
S1 6.140 6.140 6.250 6.179
S2 6.010 6.010 6.231
S3 5.803 5.933 6.212
S4 5.596 5.726 6.155
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 6.088 0.351 5.6% 0.199 3.2% 52% False True 6,663
10 6.439 5.547 0.892 14.2% 0.192 3.1% 81% False False 5,637
20 6.439 5.460 0.979 15.6% 0.149 2.4% 83% False False 5,217
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 True
Bull Hook False
Stretch 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.175
2.618 6.837
1.618 6.630
1.000 6.502
0.618 6.423
HIGH 6.295
0.618 6.216
0.500 6.192
0.382 6.167
LOW 6.088
0.618 5.960
1.000 5.881
1.618 5.753
2.618 5.546
4.250 5.208
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 6.243 6.267
PP 6.217 6.265
S1 6.192 6.264

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

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