NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 5.400 5.330 -0.070 -1.3% 5.680
High 5.400 5.332 -0.068 -1.3% 5.682
Low 5.350 5.240 -0.110 -2.1% 5.350
Close 5.378 5.260 -0.118 -2.2% 5.378
Range 0.050 0.092 0.042 84.0% 0.332
ATR 0.149 0.148 -0.001 -0.5% 0.000
Volume 6,387 4,715 -1,672 -26.2% 32,068
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.553 5.499 5.311
R3 5.461 5.407 5.285
R2 5.369 5.369 5.277
R1 5.315 5.315 5.268 5.296
PP 5.277 5.277 5.277 5.268
S1 5.223 5.223 5.252 5.204
S2 5.185 5.185 5.243
S3 5.093 5.131 5.235
S4 5.001 5.039 5.209
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.466 6.254 5.561
R3 6.134 5.922 5.469
R2 5.802 5.802 5.439
R1 5.590 5.590 5.408 5.530
PP 5.470 5.470 5.470 5.440
S1 5.258 5.258 5.348 5.198
S2 5.138 5.138 5.317
S3 4.806 4.926 5.287
S4 4.474 4.594 5.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.610 5.240 0.370 7.0% 0.092 1.8% 5% False True 5,914
10 5.980 5.240 0.740 14.1% 0.111 2.1% 3% False True 5,539
20 6.462 5.240 1.222 23.2% 0.137 2.6% 2% False True 5,294
40 6.462 5.240 1.222 23.2% 0.164 3.1% 2% False True 5,255
60 6.462 5.240 1.222 23.2% 0.158 3.0% 2% False True 5,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.723
2.618 5.573
1.618 5.481
1.000 5.424
0.618 5.389
HIGH 5.332
0.618 5.297
0.500 5.286
0.382 5.275
LOW 5.240
0.618 5.183
1.000 5.148
1.618 5.091
2.618 4.999
4.250 4.849
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 5.286 5.374
PP 5.277 5.336
S1 5.269 5.298

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

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