NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 4.933 4.960 0.027 0.5% 5.245
High 5.023 5.275 0.252 5.0% 5.245
Low 4.899 4.842 -0.057 -1.2% 4.677
Close 4.909 5.237 0.328 6.7% 4.800
Range 0.124 0.433 0.309 249.2% 0.568
ATR 0.154 0.174 0.020 13.0% 0.000
Volume 13,888 14,990 1,102 7.9% 66,130
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.417 6.260 5.475
R3 5.984 5.827 5.356
R2 5.551 5.551 5.316
R1 5.394 5.394 5.277 5.473
PP 5.118 5.118 5.118 5.157
S1 4.961 4.961 5.197 5.040
S2 4.685 4.685 5.158
S3 4.252 4.528 5.118
S4 3.819 4.095 4.999
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 5.275 4.677 0.598 11.4% 0.233 4.4% 94% True False 16,328
10 5.374 4.677 0.697 13.3% 0.187 3.6% 80% False False 13,190
20 5.733 4.677 1.056 20.2% 0.151 2.9% 53% False False 11,121
40 6.127 4.677 1.450 27.7% 0.169 3.2% 39% False False 9,397
60 6.379 4.677 1.702 32.5% 0.157 3.0% 33% False False 8,003
80 6.462 4.677 1.785 34.1% 0.167 3.2% 31% False False 7,396
100 6.462 4.677 1.785 34.1% 0.164 3.1% 31% False False 6,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 7.115
2.618 6.409
1.618 5.976
1.000 5.708
0.618 5.543
HIGH 5.275
0.618 5.110
0.500 5.059
0.382 5.007
LOW 4.842
0.618 4.574
1.000 4.409
1.618 4.141
2.618 3.708
4.250 3.002
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 5.178 5.164
PP 5.118 5.090
S1 5.059 5.017

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

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