NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 5.990 6.090 0.100 1.7% 6.366
High 6.131 6.090 -0.041 -0.7% 6.439
Low 5.974 5.832 -0.142 -2.4% 6.088
Close 6.112 5.849 -0.263 -4.3% 6.133
Range 0.157 0.258 0.101 64.3% 0.351
ATR 0.159 0.167 0.009 5.5% 0.000
Volume 7,340 3,829 -3,511 -47.8% 31,139
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 6.698 6.531 5.991
R3 6.440 6.273 5.920
R2 6.182 6.182 5.896
R1 6.015 6.015 5.873 5.970
PP 5.924 5.924 5.924 5.901
S1 5.757 5.757 5.825 5.712
S2 5.666 5.666 5.802
S3 5.408 5.499 5.778
S4 5.150 5.241 5.707
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 6.270 5.832 0.438 7.5% 0.171 2.9% 4% False True 4,971
10 6.439 5.832 0.607 10.4% 0.185 3.2% 3% False True 5,817
20 6.439 5.460 0.979 16.7% 0.165 2.8% 40% False False 5,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 7.187
2.618 6.765
1.618 6.507
1.000 6.348
0.618 6.249
HIGH 6.090
0.618 5.991
0.500 5.961
0.382 5.931
LOW 5.832
0.618 5.673
1.000 5.574
1.618 5.415
2.618 5.157
4.250 4.736
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 5.961 6.011
PP 5.924 5.957
S1 5.886 5.903

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

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