NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 18-Sep-2009
Day Change Summary
Previous Current
17-Sep-2009 18-Sep-2009 Change Change % Previous Week
Open 5.560 5.390 -0.170 -3.1% 5.126
High 5.666 5.600 -0.066 -1.2% 5.666
Low 5.350 5.369 0.019 0.4% 5.048
Close 5.363 5.568 0.205 3.8% 5.568
Range 0.316 0.231 -0.085 -26.9% 0.618
ATR 0.218 0.219 0.001 0.6% 0.000
Volume 21,173 16,446 -4,727 -22.3% 97,989
Daily Pivots for day following 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.205 6.118 5.695
R3 5.974 5.887 5.632
R2 5.743 5.743 5.610
R1 5.656 5.656 5.589 5.700
PP 5.512 5.512 5.512 5.534
S1 5.425 5.425 5.547 5.469
S2 5.281 5.281 5.526
S3 5.050 5.194 5.504
S4 4.819 4.963 5.441
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.281 7.043 5.908
R3 6.663 6.425 5.738
R2 6.045 6.045 5.681
R1 5.807 5.807 5.625 5.926
PP 5.427 5.427 5.427 5.487
S1 5.189 5.189 5.511 5.308
S2 4.809 4.809 5.455
S3 4.191 4.571 5.398
S4 3.573 3.953 5.228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.666 5.048 0.618 11.1% 0.280 5.0% 84% False False 19,597
10 5.666 4.677 0.989 17.8% 0.271 4.9% 90% False False 18,640
20 5.666 4.677 0.989 17.8% 0.205 3.7% 90% False False 14,438
40 6.127 4.677 1.450 26.0% 0.183 3.3% 61% False False 11,229
60 6.127 4.677 1.450 26.0% 0.171 3.1% 61% False False 9,547
80 6.462 4.677 1.785 32.1% 0.176 3.2% 50% False False 8,589
100 6.462 4.677 1.785 32.1% 0.176 3.2% 50% False False 7,879
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.073
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.582
2.618 6.205
1.618 5.974
1.000 5.831
0.618 5.743
HIGH 5.600
0.618 5.512
0.500 5.485
0.382 5.457
LOW 5.369
0.618 5.226
1.000 5.138
1.618 4.995
2.618 4.764
4.250 4.387
Fisher Pivots for day following 18-Sep-2009
Pivot 1 day 3 day
R1 5.540 5.532
PP 5.512 5.496
S1 5.485 5.461

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

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