NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 01-Sep-2009
Day Change Summary
Previous Current
31-Aug-2009 01-Sep-2009 Change Change % Previous Week
Open 5.245 5.120 -0.125 -2.4% 5.275
High 5.245 5.150 -0.095 -1.8% 5.449
Low 5.090 4.991 -0.099 -1.9% 5.195
Close 5.128 4.995 -0.133 -2.6% 5.211
Range 0.155 0.159 0.004 2.6% 0.254
ATR 0.147 0.148 0.001 0.6% 0.000
Volume 10,813 10,541 -272 -2.5% 43,434
Daily Pivots for day following 01-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.522 5.418 5.082
R3 5.363 5.259 5.039
R2 5.204 5.204 5.024
R1 5.100 5.100 5.010 5.073
PP 5.045 5.045 5.045 5.032
S1 4.941 4.941 4.980 4.914
S2 4.886 4.886 4.966
S3 4.727 4.782 4.951
S4 4.568 4.623 4.908
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.047 5.883 5.351
R3 5.793 5.629 5.281
R2 5.539 5.539 5.258
R1 5.375 5.375 5.234 5.330
PP 5.285 5.285 5.285 5.263
S1 5.121 5.121 5.188 5.076
S2 5.031 5.031 5.164
S3 4.777 4.867 5.141
S4 4.523 4.613 5.071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.393 4.991 0.402 8.0% 0.138 2.8% 1% False True 9,005
10 5.451 4.991 0.460 9.2% 0.128 2.6% 1% False True 8,851
20 6.034 4.991 1.043 20.9% 0.134 2.7% 0% False True 8,724
40 6.127 4.991 1.136 22.7% 0.154 3.1% 0% False True 8,022
60 6.462 4.991 1.471 29.4% 0.156 3.1% 0% False True 7,072
80 6.462 4.991 1.471 29.4% 0.165 3.3% 0% False True 6,662
100 6.462 4.991 1.471 29.4% 0.158 3.2% 0% False True 6,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.826
2.618 5.566
1.618 5.407
1.000 5.309
0.618 5.248
HIGH 5.150
0.618 5.089
0.500 5.071
0.382 5.052
LOW 4.991
0.618 4.893
1.000 4.832
1.618 4.734
2.618 4.575
4.250 4.315
Fisher Pivots for day following 01-Sep-2009
Pivot 1 day 3 day
R1 5.071 5.171
PP 5.045 5.112
S1 5.020 5.054

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

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