NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 6.270 6.145 -0.125 -2.0% 6.366
High 6.270 6.248 -0.022 -0.4% 6.439
Low 6.130 6.140 0.010 0.2% 6.088
Close 6.133 6.200 0.067 1.1% 6.133
Range 0.140 0.108 -0.032 -22.9% 0.351
ATR 0.159 0.156 -0.003 -2.0% 0.000
Volume 5,984 4,269 -1,715 -28.7% 31,139
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 6.520 6.468 6.259
R3 6.412 6.360 6.230
R2 6.304 6.304 6.220
R1 6.252 6.252 6.210 6.278
PP 6.196 6.196 6.196 6.209
S1 6.144 6.144 6.190 6.170
S2 6.088 6.088 6.180
S3 5.980 6.036 6.170
S4 5.872 5.928 6.141
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% 0.183 3.0% 32% False False 6,094
10 6.439 5.727 0.712 11.5% 0.182 2.9% 66% False False 5,617
20 6.439 5.460 0.979 15.8% 0.147 2.4% 76% False False 5,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.707
2.618 6.531
1.618 6.423
1.000 6.356
0.618 6.315
HIGH 6.248
0.618 6.207
0.500 6.194
0.382 6.181
LOW 6.140
0.618 6.073
1.000 6.032
1.618 5.965
2.618 5.857
4.250 5.681
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 6.198 6.197
PP 6.196 6.194
S1 6.194 6.192

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

View Archives - Comment on this page... - Back to Index of Symbols