NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 5.025 4.980 -0.045 -0.9% 5.275
High 5.066 5.034 -0.032 -0.6% 5.449
Low 4.972 4.806 -0.166 -3.3% 5.195
Close 4.975 4.819 -0.156 -3.1% 5.211
Range 0.094 0.228 0.134 142.6% 0.254
ATR 0.144 0.150 0.006 4.2% 0.000
Volume 10,998 17,071 6,073 55.2% 43,434
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.570 5.423 4.944
R3 5.342 5.195 4.882
R2 5.114 5.114 4.861
R1 4.967 4.967 4.840 4.927
PP 4.886 4.886 4.886 4.866
S1 4.739 4.739 4.798 4.699
S2 4.658 4.658 4.777
S3 4.430 4.511 4.756
S4 4.202 4.283 4.694
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 5.351 4.806 0.545 11.3% 0.158 3.3% 2% False True 12,044
10 5.449 4.806 0.643 13.3% 0.140 2.9% 2% False True 10,236
20 5.842 4.806 1.036 21.5% 0.130 2.7% 1% False True 9,325
40 6.127 4.806 1.321 27.4% 0.157 3.3% 1% False True 8,392
60 6.462 4.806 1.656 34.4% 0.154 3.2% 1% False True 7,394
80 6.462 4.806 1.656 34.4% 0.163 3.4% 1% False True 6,850
100 6.462 4.806 1.656 34.4% 0.159 3.3% 1% False True 6,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6.003
2.618 5.631
1.618 5.403
1.000 5.262
0.618 5.175
HIGH 5.034
0.618 4.947
0.500 4.920
0.382 4.893
LOW 4.806
0.618 4.665
1.000 4.578
1.618 4.437
2.618 4.209
4.250 3.837
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 4.920 4.978
PP 4.886 4.925
S1 4.853 4.872

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

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