NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 5.422 5.390 -0.032 -0.6% 5.550
High 5.445 5.393 -0.052 -1.0% 5.561
Low 5.338 5.320 -0.018 -0.3% 5.291
Close 5.381 5.386 0.005 0.1% 5.315
Range 0.107 0.073 -0.034 -31.8% 0.270
ATR 0.150 0.145 -0.006 -3.7% 0.000
Volume 9,611 5,757 -3,854 -40.1% 43,631
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.585 5.559 5.426
R3 5.512 5.486 5.406
R2 5.439 5.439 5.399
R1 5.413 5.413 5.393 5.390
PP 5.366 5.366 5.366 5.355
S1 5.340 5.340 5.379 5.317
S2 5.293 5.293 5.373
S3 5.220 5.267 5.366
S4 5.147 5.194 5.346
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 5.451 5.266 0.185 3.4% 0.116 2.2% 65% False False 7,956
10 5.733 5.266 0.467 8.7% 0.114 2.1% 26% False False 9,052
20 6.127 5.266 0.861 16.0% 0.156 2.9% 14% False False 8,628
40 6.127 5.240 0.887 16.5% 0.151 2.8% 16% False False 7,650
60 6.462 5.240 1.222 22.7% 0.158 2.9% 12% False False 6,826
80 6.462 5.240 1.222 22.7% 0.167 3.1% 12% False False 6,457
100 6.462 5.240 1.222 22.7% 0.157 2.9% 12% False False 6,030
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 5.703
2.618 5.584
1.618 5.511
1.000 5.466
0.618 5.438
HIGH 5.393
0.618 5.365
0.500 5.357
0.382 5.348
LOW 5.320
0.618 5.275
1.000 5.247
1.618 5.202
2.618 5.129
4.250 5.010
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 5.376 5.377
PP 5.366 5.367
S1 5.357 5.358

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

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