NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	6.175	6.168	-0.007	-0.1%	5.752
High	6.240	6.168	-0.072	-1.2%	6.152
Low	6.120	5.874	-0.246	-4.0%	5.693
Close	6.164	5.915	-0.249	-4.0%	5.901
Range	0.120	0.294	0.174	145.0%	0.459
ATR	0.182	0.190	0.008	4.4%	0.000
Volume	6,673	6,922	249	3.7%	13,771

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.868	6.685	6.077
R3	6.574	6.391	5.996
R2	6.280	6.280	5.969
R1	6.097	6.097	5.942	6.042
PP	5.986	5.986	5.986	5.958
S1	5.803	5.803	5.888	5.748
S2	5.692	5.692	5.861
S3	5.398	5.509	5.834
S4	5.104	5.215	5.753

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.292	7.056	6.153
R3	6.833	6.597	6.027
R2	6.374	6.374	5.985
R1	6.138	6.138	5.943	6.256
PP	5.915	5.915	5.915	5.975
S1	5.679	5.679	5.859	5.797
S2	5.456	5.456	5.817
S3	4.997	5.220	5.775
S4	4.538	4.761	5.649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.245	5.750	0.495	8.4%	0.248	4.2%	33%	False	False	5,502
10	6.245	5.693	0.552	9.3%	0.198	3.3%	40%	False	False	5,022
20	6.439	5.693	0.746	12.6%	0.195	3.3%	30%	False	False	5,352
40	6.439	5.460	0.979	16.6%	0.155	2.6%	46%	False	False	4,836

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.026
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	7.418
2.618	6.938
1.618	6.644
1.000	6.462
0.618	6.350
HIGH	6.168
0.618	6.056
0.500	6.021
0.382	5.986
LOW	5.874
0.618	5.692
1.000	5.580
1.618	5.398
2.618	5.104
4.250	4.625

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	6.021	6.060
PP	5.986	6.011
S1	5.950	5.963

Download as Excel Spreadsheet

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

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