NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 4.800 4.933 0.133 2.8% 5.245
High 4.972 5.023 0.051 1.0% 5.245
Low 4.759 4.899 0.140 2.9% 4.677
Close 4.895 4.909 0.014 0.3% 4.800
Range 0.213 0.124 -0.089 -41.8% 0.568
ATR 0.156 0.154 -0.002 -1.3% 0.000
Volume 18,987 13,888 -5,099 -26.9% 66,130
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.316 5.236 4.977
R3 5.192 5.112 4.943
R2 5.068 5.068 4.932
R1 4.988 4.988 4.920 4.966
PP 4.944 4.944 4.944 4.933
S1 4.864 4.864 4.898 4.842
S2 4.820 4.820 4.886
S3 4.696 4.740 4.875
S4 4.572 4.616 4.841
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.611 6.274 5.112
R3 6.043 5.706 4.956
R2 5.475 5.475 4.904
R1 5.138 5.138 4.852 5.023
PP 4.907 4.907 4.907 4.850
S1 4.570 4.570 4.748 4.455
S2 4.339 4.339 4.696
S3 3.771 4.002 4.644
S4 3.203 3.434 4.488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.066 4.677 0.389 7.9% 0.165 3.4% 60% False False 15,530
10 5.393 4.677 0.716 14.6% 0.151 3.1% 32% False False 12,267
20 5.733 4.677 1.056 21.5% 0.134 2.7% 22% False False 10,719
40 6.127 4.677 1.450 29.5% 0.163 3.3% 16% False False 9,200
60 6.379 4.677 1.702 34.7% 0.152 3.1% 14% False False 7,890
80 6.462 4.677 1.785 36.4% 0.164 3.3% 13% False False 7,251
100 6.462 4.677 1.785 36.4% 0.161 3.3% 13% False False 6,858
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.550
2.618 5.348
1.618 5.224
1.000 5.147
0.618 5.100
HIGH 5.023
0.618 4.976
0.500 4.961
0.382 4.946
LOW 4.899
0.618 4.822
1.000 4.775
1.618 4.698
2.618 4.574
4.250 4.372
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 4.961 4.889
PP 4.944 4.870
S1 4.926 4.850

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

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