NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 5.126 5.358 0.232 4.5% 4.800
High 5.350 5.413 0.063 1.2% 5.400
Low 5.048 5.200 0.152 3.0% 4.759
Close 5.266 5.217 -0.049 -0.9% 5.061
Range 0.302 0.213 -0.089 -29.5% 0.641
ATR 0.196 0.197 0.001 0.6% 0.000
Volume 19,175 16,626 -2,549 -13.3% 71,707
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.916 5.779 5.334
R3 5.703 5.566 5.276
R2 5.490 5.490 5.256
R1 5.353 5.353 5.237 5.315
PP 5.277 5.277 5.277 5.258
S1 5.140 5.140 5.197 5.102
S2 5.064 5.064 5.178
S3 4.851 4.927 5.158
S4 4.638 4.714 5.100
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.996 6.670 5.414
R3 6.355 6.029 5.237
R2 5.714 5.714 5.179
R1 5.388 5.388 5.120 5.551
PP 5.073 5.073 5.073 5.155
S1 4.747 4.747 5.002 4.910
S2 4.432 4.432 4.943
S3 3.791 4.106 4.885
S4 3.150 3.465 4.708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.413 4.842 0.571 10.9% 0.289 5.5% 66% True False 17,704
10 5.413 4.677 0.736 14.1% 0.231 4.4% 73% True False 16,282
20 5.516 4.677 0.839 16.1% 0.178 3.4% 64% False False 12,494
40 6.127 4.677 1.450 27.8% 0.175 3.4% 37% False False 10,233
60 6.127 4.677 1.450 27.8% 0.162 3.1% 37% False False 8,782
80 6.462 4.677 1.785 34.2% 0.172 3.3% 30% False False 7,925
100 6.462 4.677 1.785 34.2% 0.170 3.3% 30% False False 7,406
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 True
Stretch 0.067
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.318
2.618 5.971
1.618 5.758
1.000 5.626
0.618 5.545
HIGH 5.413
0.618 5.332
0.500 5.307
0.382 5.281
LOW 5.200
0.618 5.068
1.000 4.987
1.618 4.855
2.618 4.642
4.250 4.295
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 5.307 5.219
PP 5.277 5.218
S1 5.247 5.218

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

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