NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 5.320 5.275 -0.045 -0.8% 5.550
High 5.386 5.449 0.063 1.2% 5.561
Low 5.291 5.266 -0.025 -0.5% 5.291
Close 5.315 5.422 0.107 2.0% 5.315
Range 0.095 0.183 0.088 92.6% 0.270
ATR 0.151 0.154 0.002 1.5% 0.000
Volume 9,503 10,152 649 6.8% 43,631
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.928 5.858 5.523
R3 5.745 5.675 5.472
R2 5.562 5.562 5.456
R1 5.492 5.492 5.439 5.527
PP 5.379 5.379 5.379 5.397
S1 5.309 5.309 5.405 5.344
S2 5.196 5.196 5.388
S3 5.013 5.126 5.372
S4 4.830 4.943 5.321
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 5.516 5.266 0.250 4.6% 0.122 2.3% 62% False True 8,592
10 5.785 5.266 0.519 9.6% 0.122 2.3% 30% False True 8,932
20 6.127 5.266 0.861 15.9% 0.164 3.0% 18% False True 8,329
40 6.127 5.240 0.887 16.4% 0.153 2.8% 21% False False 7,432
60 6.462 5.240 1.222 22.5% 0.162 3.0% 15% False False 6,796
80 6.462 5.240 1.222 22.5% 0.169 3.1% 15% False False 6,352
100 6.462 5.240 1.222 22.5% 0.157 2.9% 15% False False 5,968
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.227
2.618 5.928
1.618 5.745
1.000 5.632
0.618 5.562
HIGH 5.449
0.618 5.379
0.500 5.358
0.382 5.336
LOW 5.266
0.618 5.153
1.000 5.083
1.618 4.970
2.618 4.787
4.250 4.488
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 5.401 5.401
PP 5.379 5.380
S1 5.358 5.359

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

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