NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 5.647 5.685 0.038 0.7% 5.601
High 5.723 5.733 0.010 0.2% 6.127
Low 5.613 5.598 -0.015 -0.3% 5.601
Close 5.662 5.616 -0.046 -0.8% 5.702
Range 0.110 0.135 0.025 22.7% 0.526
ATR 0.178 0.175 -0.003 -1.7% 0.000
Volume 6,949 10,445 3,496 50.3% 46,244
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.054 5.970 5.690
R3 5.919 5.835 5.653
R2 5.784 5.784 5.641
R1 5.700 5.700 5.628 5.675
PP 5.649 5.649 5.649 5.636
S1 5.565 5.565 5.604 5.540
S2 5.514 5.514 5.591
S3 5.379 5.430 5.579
S4 5.244 5.295 5.542
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 7.388 7.071 5.991
R3 6.862 6.545 5.847
R2 6.336 6.336 5.798
R1 6.019 6.019 5.750 6.178
PP 5.810 5.810 5.810 5.889
S1 5.493 5.493 5.654 5.652
S2 5.284 5.284 5.606
S3 4.758 4.967 5.557
S4 4.232 4.441 5.413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.842 5.598 0.244 4.3% 0.132 2.4% 7% False True 7,816
10 6.127 5.540 0.587 10.5% 0.188 3.3% 13% False False 8,580
20 6.127 5.377 0.750 13.4% 0.180 3.2% 32% False False 7,831
40 6.294 5.240 1.054 18.8% 0.158 2.8% 36% False False 6,593
60 6.462 5.240 1.222 21.8% 0.172 3.1% 31% False False 6,206
80 6.462 5.240 1.222 21.8% 0.169 3.0% 31% False False 5,983
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.307
2.618 6.086
1.618 5.951
1.000 5.868
0.618 5.816
HIGH 5.733
0.618 5.681
0.500 5.666
0.382 5.650
LOW 5.598
0.618 5.515
1.000 5.463
1.618 5.380
2.618 5.245
4.250 5.024
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 5.666 5.692
PP 5.649 5.666
S1 5.633 5.641

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

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