NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 6.145 6.190 0.045 0.7% 6.366
High 6.248 6.190 -0.058 -0.9% 6.439
Low 6.140 6.000 -0.140 -2.3% 6.088
Close 6.200 6.054 -0.146 -2.4% 6.133
Range 0.108 0.190 0.082 75.9% 0.351
ATR 0.156 0.159 0.003 2.0% 0.000
Volume 4,269 3,436 -833 -19.5% 31,139
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 6.651 6.543 6.159
R3 6.461 6.353 6.106
R2 6.271 6.271 6.089
R1 6.163 6.163 6.071 6.122
PP 6.081 6.081 6.081 6.061
S1 5.973 5.973 6.037 5.932
S2 5.891 5.891 6.019
S3 5.701 5.783 6.002
S4 5.511 5.593 5.950
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 6.413 6.000 0.413 6.8% 0.174 2.9% 13% False True 5,832
10 6.439 5.793 0.646 10.7% 0.192 3.2% 40% False False 5,682
20 6.439 5.460 0.979 16.2% 0.153 2.5% 61% False False 5,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.998
2.618 6.687
1.618 6.497
1.000 6.380
0.618 6.307
HIGH 6.190
0.618 6.117
0.500 6.095
0.382 6.073
LOW 6.000
0.618 5.883
1.000 5.810
1.618 5.693
2.618 5.503
4.250 5.193
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 6.095 6.135
PP 6.081 6.108
S1 6.068 6.081

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

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