NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 5.752 5.804 0.052 0.9% 6.145
High 5.840 5.808 -0.032 -0.5% 6.248
Low 5.693 5.718 0.025 0.4% 5.755
Close 5.798 5.796 -0.002 0.0% 5.781
Range 0.147 0.090 -0.057 -38.8% 0.493
ATR 0.161 0.156 -0.005 -3.2% 0.000
Volume 2,353 3,087 734 31.2% 24,982
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 6.044 6.010 5.846
R3 5.954 5.920 5.821
R2 5.864 5.864 5.813
R1 5.830 5.830 5.804 5.802
PP 5.774 5.774 5.774 5.760
S1 5.740 5.740 5.788 5.712
S2 5.684 5.684 5.780
S3 5.594 5.650 5.771
S4 5.504 5.560 5.747
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 7.407 7.087 6.052
R3 6.914 6.594 5.917
R2 6.421 6.421 5.871
R1 6.101 6.101 5.826 6.015
PP 5.928 5.928 5.928 5.885
S1 5.608 5.608 5.736 5.522
S2 5.435 5.435 5.691
S3 4.942 5.115 5.645
S4 4.449 4.622 5.510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.131 5.693 0.438 7.6% 0.148 2.5% 24% False False 4,543
10 6.413 5.693 0.720 12.4% 0.161 2.8% 14% False False 5,188
20 6.439 5.460 0.979 16.9% 0.166 2.9% 34% False False 5,058
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.191
2.618 6.044
1.618 5.954
1.000 5.898
0.618 5.864
HIGH 5.808
0.618 5.774
0.500 5.763
0.382 5.752
LOW 5.718
0.618 5.662
1.000 5.628
1.618 5.572
2.618 5.482
4.250 5.336
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 5.785 5.786
PP 5.774 5.777
S1 5.763 5.767

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

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