NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	6.145	6.180	0.035	0.6%	6.000
High	6.169	6.190	0.021	0.3%	6.265
Low	6.049	6.020	-0.029	-0.5%	5.800
Close	6.125	6.049	-0.076	-1.2%	6.197
Range	0.120	0.170	0.050	41.7%	0.465
ATR	0.189	0.188	-0.001	-0.7%	0.000
Volume	4,758	3,091	-1,667	-35.0%	32,816

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.596	6.493	6.143
R3	6.426	6.323	6.096
R2	6.256	6.256	6.080
R1	6.153	6.153	6.065	6.120
PP	6.086	6.086	6.086	6.070
S1	5.983	5.983	6.033	5.950
S2	5.916	5.916	6.018
S3	5.746	5.813	6.002
S4	5.576	5.643	5.956

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	7.7%	0.189	3.1%	54%	False	False	5,520
10	6.265	5.750	0.515	8.5%	0.218	3.6%	58%	False	False	5,511
20	6.413	5.693	0.720	11.9%	0.190	3.1%	49%	False	False	5,349
40	6.439	5.460	0.979	16.2%	0.163	2.7%	60%	False	False	5,159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.033
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.913
2.618	6.635
1.618	6.465
1.000	6.360
0.618	6.295
HIGH	6.190
0.618	6.125
0.500	6.105
0.382	6.085
LOW	6.020
0.618	5.915
1.000	5.850
1.618	5.745
2.618	5.575
4.250	5.298

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	6.105	6.109
PP	6.086	6.089
S1	6.068	6.069

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