NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 5.484 5.515 0.031 0.6% 5.126
High 5.550 5.722 0.172 3.1% 5.666
Low 5.369 5.515 0.146 2.7% 5.048
Close 5.489 5.706 0.217 4.0% 5.568
Range 0.181 0.207 0.026 14.4% 0.618
ATR 0.215 0.216 0.001 0.6% 0.000
Volume 11,877 14,872 2,995 25.2% 97,989
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.269 6.194 5.820
R3 6.062 5.987 5.763
R2 5.855 5.855 5.744
R1 5.780 5.780 5.725 5.818
PP 5.648 5.648 5.648 5.666
S1 5.573 5.573 5.687 5.611
S2 5.441 5.441 5.668
S3 5.234 5.366 5.649
S4 5.027 5.159 5.592
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 5.722 5.350 0.372 6.5% 0.225 3.9% 96% True False 15,715
10 5.722 4.842 0.880 15.4% 0.279 4.9% 98% True False 17,777
20 5.722 4.677 1.045 18.3% 0.215 3.8% 98% True False 15,022
40 6.127 4.677 1.450 25.4% 0.188 3.3% 71% False False 11,806
60 6.127 4.677 1.450 25.4% 0.173 3.0% 71% False False 10,072
80 6.462 4.677 1.785 31.3% 0.175 3.1% 58% False False 8,889
100 6.462 4.677 1.785 31.3% 0.177 3.1% 58% False False 8,141
120 6.462 4.677 1.785 31.3% 0.167 2.9% 58% False False 7,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.072
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.602
2.618 6.264
1.618 6.057
1.000 5.929
0.618 5.850
HIGH 5.722
0.618 5.643
0.500 5.619
0.382 5.594
LOW 5.515
0.618 5.387
1.000 5.308
1.618 5.180
2.618 4.973
4.250 4.635
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 5.677 5.653
PP 5.648 5.599
S1 5.619 5.546

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

View Archives - Comment on this page... - Back to Index of Symbols