NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 5.450 5.320 -0.130 -2.4% 5.550
High 5.451 5.386 -0.065 -1.2% 5.561
Low 5.329 5.291 -0.038 -0.7% 5.291
Close 5.342 5.315 -0.027 -0.5% 5.315
Range 0.122 0.095 -0.027 -22.1% 0.270
ATR 0.156 0.151 -0.004 -2.8% 0.000
Volume 4,760 9,503 4,743 99.6% 43,631
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.616 5.560 5.367
R3 5.521 5.465 5.341
R2 5.426 5.426 5.332
R1 5.370 5.370 5.324 5.351
PP 5.331 5.331 5.331 5.321
S1 5.275 5.275 5.306 5.256
S2 5.236 5.236 5.298
S3 5.141 5.180 5.289
S4 5.046 5.085 5.263
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.199 6.027 5.464
R3 5.929 5.757 5.389
R2 5.659 5.659 5.365
R1 5.487 5.487 5.340 5.438
PP 5.389 5.389 5.389 5.365
S1 5.217 5.217 5.290 5.168
S2 5.119 5.119 5.266
S3 4.849 4.947 5.241
S4 4.579 4.677 5.167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.561 5.291 0.270 5.1% 0.110 2.1% 9% False True 8,726
10 5.790 5.291 0.499 9.4% 0.115 2.2% 5% False True 8,462
20 6.127 5.291 0.836 15.7% 0.158 3.0% 3% False True 8,024
40 6.127 5.240 0.887 16.7% 0.151 2.8% 8% False False 7,256
60 6.462 5.240 1.222 23.0% 0.163 3.1% 6% False False 6,720
80 6.462 5.240 1.222 23.0% 0.168 3.2% 6% False False 6,304
100 6.462 5.240 1.222 23.0% 0.157 2.9% 6% False False 5,922
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.790
2.618 5.635
1.618 5.540
1.000 5.481
0.618 5.445
HIGH 5.386
0.618 5.350
0.500 5.339
0.382 5.327
LOW 5.291
0.618 5.232
1.000 5.196
1.618 5.137
2.618 5.042
4.250 4.887
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 5.339 5.371
PP 5.331 5.352
S1 5.323 5.334

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

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