NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 11-Jun-2009

Day Change Summary
	Previous	Current
	10-Jun-2009	11-Jun-2009	Change	Change %	Previous Week
Open	6.180	6.110	-0.070	-1.1%	6.000
High	6.190	6.270	0.080	1.3%	6.265
Low	6.020	6.022	0.002	0.0%	5.800
Close	6.049	6.231	0.182	3.0%	6.197
Range	0.170	0.248	0.078	45.9%	0.465
ATR	0.188	0.192	0.004	2.3%	0.000
Volume	3,091	5,643	2,552	82.6%	32,816

Daily Pivots for day following 11-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.918	6.823	6.367
R3	6.670	6.575	6.299
R2	6.422	6.422	6.276
R1	6.327	6.327	6.254	6.375
PP	6.174	6.174	6.174	6.198
S1	6.079	6.079	6.208	6.127
S2	5.926	5.926	6.186
S3	5.678	5.831	6.163
S4	5.430	5.583	6.095

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	6.270	6.020	0.250	4.0%	0.174	2.8%	84%	True	False	5,602
10	6.270	5.800	0.470	7.5%	0.211	3.4%	92%	True	False	5,707
20	6.295	5.693	0.602	9.7%	0.191	3.1%	89%	False	False	5,217
40	6.439	5.460	0.979	15.7%	0.167	2.7%	79%	False	False	5,207

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.042
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7.324
2.618	6.919
1.618	6.671
1.000	6.518
0.618	6.423
HIGH	6.270
0.618	6.175
0.500	6.146
0.382	6.117
LOW	6.022
0.618	5.869
1.000	5.774
1.618	5.621
2.618	5.373
4.250	4.968

Fisher Pivots for day following 11-Jun-2009
Pivot	1 day	3 day
R1	6.203	6.202
PP	6.174	6.174
S1	6.146	6.145

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