NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 6.150 6.270 0.120 2.0% 6.366
High 6.295 6.270 -0.025 -0.4% 6.439
Low 6.088 6.130 0.042 0.7% 6.088
Close 6.269 6.133 -0.136 -2.2% 6.133
Range 0.207 0.140 -0.067 -32.4% 0.351
ATR 0.160 0.159 -0.001 -0.9% 0.000
Volume 7,182 5,984 -1,198 -16.7% 31,139
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 6.598 6.505 6.210
R3 6.458 6.365 6.172
R2 6.318 6.318 6.159
R1 6.225 6.225 6.146 6.202
PP 6.178 6.178 6.178 6.166
S1 6.085 6.085 6.120 6.062
S2 6.038 6.038 6.107
S3 5.898 5.945 6.095
S4 5.758 5.805 6.056
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 7.273 7.054 6.326
R3 6.922 6.703 6.230
R2 6.571 6.571 6.197
R1 6.352 6.352 6.165 6.286
PP 6.220 6.220 6.220 6.187
S1 6.001 6.001 6.101 5.935
S2 5.869 5.869 6.069
S3 5.518 5.650 6.036
S4 5.167 5.299 5.940
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 5.7% 0.187 3.0% 13% False False 6,227
10 6.439 5.576 0.863 14.1% 0.194 3.2% 65% False False 5,606
20 6.439 5.460 0.979 16.0% 0.146 2.4% 69% False False 5,345
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 6.865
2.618 6.637
1.618 6.497
1.000 6.410
0.618 6.357
HIGH 6.270
0.618 6.217
0.500 6.200
0.382 6.183
LOW 6.130
0.618 6.043
1.000 5.990
1.618 5.903
2.618 5.763
4.250 5.535
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 6.200 6.251
PP 6.178 6.211
S1 6.155 6.172

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

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