NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 17-Sep-2009
Day Change Summary
Previous Current
16-Sep-2009 17-Sep-2009 Change Change % Previous Week
Open 5.308 5.560 0.252 4.7% 4.800
High 5.595 5.666 0.071 1.3% 5.400
Low 5.255 5.350 0.095 1.8% 4.759
Close 5.563 5.363 -0.200 -3.6% 5.061
Range 0.340 0.316 -0.024 -7.1% 0.641
ATR 0.210 0.218 0.008 3.6% 0.000
Volume 24,569 21,173 -3,396 -13.8% 71,707
Daily Pivots for day following 17-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.408 6.201 5.537
R3 6.092 5.885 5.450
R2 5.776 5.776 5.421
R1 5.569 5.569 5.392 5.515
PP 5.460 5.460 5.460 5.432
S1 5.253 5.253 5.334 5.199
S2 5.144 5.144 5.305
S3 4.828 4.937 5.276
S4 4.512 4.621 5.189
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 5.666 5.025 0.641 12.0% 0.309 5.8% 53% True False 21,077
10 5.666 4.677 0.989 18.4% 0.271 5.1% 69% True False 18,702
20 5.666 4.677 0.989 18.4% 0.200 3.7% 69% True False 13,853
40 6.127 4.677 1.450 27.0% 0.184 3.4% 47% False False 11,025
60 6.127 4.677 1.450 27.0% 0.169 3.1% 47% False False 9,366
80 6.462 4.677 1.785 33.3% 0.177 3.3% 38% False False 8,429
100 6.462 4.677 1.785 33.3% 0.175 3.3% 38% False False 7,755
Crabel Price Patterns
NR True
NR4 False
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 0.076
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.009
2.618 6.493
1.618 6.177
1.000 5.982
0.618 5.861
HIGH 5.666
0.618 5.545
0.500 5.508
0.382 5.471
LOW 5.350
0.618 5.155
1.000 5.034
1.618 4.839
2.618 4.523
4.250 4.007
Fisher Pivots for day following 17-Sep-2009
Pivot 1 day 3 day
R1 5.508 5.433
PP 5.460 5.410
S1 5.411 5.386

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

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