NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 08-Jun-2009

Day Change Summary
	Previous	Current
	05-Jun-2009	08-Jun-2009	Change	Change %	Previous Week
Open	6.064	6.197	0.133	2.2%	6.000
High	6.265	6.197	-0.068	-1.1%	6.265
Low	6.064	6.067	0.003	0.0%	5.800
Close	6.197	6.124	-0.073	-1.2%	6.197
Range	0.201	0.130	-0.071	-35.3%	0.465
ATR	0.199	0.194	-0.005	-2.5%	0.000
Volume	8,403	6,118	-2,285	-27.2%	32,816

Daily Pivots for day following 08-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.519	6.452	6.196
R3	6.389	6.322	6.160
R2	6.259	6.259	6.148
R1	6.192	6.192	6.136	6.161
PP	6.129	6.129	6.129	6.114
S1	6.062	6.062	6.112	6.031
S2	5.999	5.999	6.100
S3	5.869	5.932	6.088
S4	5.739	5.802	6.053

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.482	7.305	6.453
R3	7.017	6.840	6.325
R2	6.552	6.552	6.282
R1	6.375	6.375	6.240	6.464
PP	6.087	6.087	6.087	6.132
S1	5.910	5.910	6.154	5.999
S2	5.622	5.622	6.112
S3	5.157	5.445	6.069
S4	4.692	4.980	5.941

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.265	5.800	0.465	7.6%	0.213	3.5%	70%	False	False	6,670
10	6.265	5.693	0.572	9.3%	0.213	3.5%	75%	False	False	5,270
20	6.439	5.693	0.746	12.2%	0.193	3.2%	58%	False	False	5,441
40	6.439	5.460	0.979	16.0%	0.162	2.6%	68%	False	False	5,119

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.750
2.618	6.537
1.618	6.407
1.000	6.327
0.618	6.277
HIGH	6.197
0.618	6.147
0.500	6.132
0.382	6.117
LOW	6.067
0.618	5.987
1.000	5.937
1.618	5.857
2.618	5.727
4.250	5.515

Fisher Pivots for day following 08-Jun-2009
Pivot	1 day	3 day
R1	6.132	6.094
PP	6.129	6.063
S1	6.127	6.033

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