NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 5.911 5.950 0.039 0.7% 5.622
High 5.990 6.030 0.040 0.7% 5.688
Low 5.836 5.917 0.081 1.4% 5.377
Close 5.951 6.003 0.052 0.9% 5.643
Range 0.154 0.113 -0.041 -26.6% 0.311
ATR 0.192 0.186 -0.006 -2.9% 0.000
Volume 13,261 9,125 -4,136 -31.2% 29,629
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.322 6.276 6.065
R3 6.209 6.163 6.034
R2 6.096 6.096 6.024
R1 6.050 6.050 6.013 6.073
PP 5.983 5.983 5.983 5.995
S1 5.937 5.937 5.993 5.960
S2 5.870 5.870 5.982
S3 5.757 5.824 5.972
S4 5.644 5.711 5.941
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.502 6.384 5.814
R3 6.191 6.073 5.729
R2 5.880 5.880 5.700
R1 5.762 5.762 5.672 5.821
PP 5.569 5.569 5.569 5.599
S1 5.451 5.451 5.614 5.510
S2 5.258 5.258 5.586
S3 4.947 5.140 5.557
S4 4.636 4.829 5.472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.127 5.445 0.682 11.4% 0.232 3.9% 82% False False 9,294
10 6.127 5.377 0.750 12.5% 0.196 3.3% 83% False False 7,761
20 6.127 5.240 0.887 14.8% 0.174 2.9% 86% False False 7,498
40 6.462 5.240 1.222 20.4% 0.165 2.7% 62% False False 6,396
60 6.462 5.240 1.222 20.4% 0.173 2.9% 62% False False 6,047
80 6.462 5.240 1.222 20.4% 0.164 2.7% 62% False False 5,778
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.029
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.510
2.618 6.326
1.618 6.213
1.000 6.143
0.618 6.100
HIGH 6.030
0.618 5.987
0.500 5.974
0.382 5.960
LOW 5.917
0.618 5.847
1.000 5.804
1.618 5.734
2.618 5.621
4.250 5.437
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 5.993 5.957
PP 5.983 5.910
S1 5.974 5.864

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

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