NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 5.390 5.374 -0.016 -0.3% 5.550
High 5.393 5.374 -0.019 -0.4% 5.561
Low 5.320 5.229 -0.091 -1.7% 5.291
Close 5.386 5.334 -0.052 -1.0% 5.315
Range 0.073 0.145 0.072 98.6% 0.270
ATR 0.145 0.146 0.001 0.6% 0.000
Volume 5,757 7,113 1,356 23.6% 43,631
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.747 5.686 5.414
R3 5.602 5.541 5.374
R2 5.457 5.457 5.361
R1 5.396 5.396 5.347 5.354
PP 5.312 5.312 5.312 5.292
S1 5.251 5.251 5.321 5.209
S2 5.167 5.167 5.307
S3 5.022 5.106 5.294
S4 4.877 4.961 5.254
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 5.449 5.229 0.220 4.1% 0.121 2.3% 48% False True 8,427
10 5.658 5.229 0.429 8.0% 0.115 2.1% 24% False True 8,719
20 6.127 5.229 0.898 16.8% 0.151 2.8% 12% False True 8,649
40 6.127 5.229 0.898 16.8% 0.151 2.8% 12% False True 7,678
60 6.462 5.229 1.233 23.1% 0.155 2.9% 9% False True 6,857
80 6.462 5.229 1.233 23.1% 0.167 3.1% 9% False True 6,495
100 6.462 5.229 1.233 23.1% 0.158 3.0% 9% False True 6,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.990
2.618 5.754
1.618 5.609
1.000 5.519
0.618 5.464
HIGH 5.374
0.618 5.319
0.500 5.302
0.382 5.284
LOW 5.229
0.618 5.139
1.000 5.084
1.618 4.994
2.618 4.849
4.250 4.613
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 5.323 5.337
PP 5.312 5.336
S1 5.302 5.335

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

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