NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 24-Sep-2009
Day Change Summary
Previous Current
23-Sep-2009 24-Sep-2009 Change Change % Previous Week
Open 5.515 5.667 0.152 2.8% 5.126
High 5.722 5.869 0.147 2.6% 5.666
Low 5.515 5.643 0.128 2.3% 5.048
Close 5.706 5.850 0.144 2.5% 5.568
Range 0.207 0.226 0.019 9.2% 0.618
ATR 0.216 0.217 0.001 0.3% 0.000
Volume 14,872 18,036 3,164 21.3% 97,989
Daily Pivots for day following 24-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.465 6.384 5.974
R3 6.239 6.158 5.912
R2 6.013 6.013 5.891
R1 5.932 5.932 5.871 5.973
PP 5.787 5.787 5.787 5.808
S1 5.706 5.706 5.829 5.747
S2 5.561 5.561 5.809
S3 5.335 5.480 5.788
S4 5.109 5.254 5.726
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 5.869 5.369 0.500 8.5% 0.207 3.5% 96% True False 15,087
10 5.869 5.025 0.844 14.4% 0.258 4.4% 98% True False 18,082
20 5.869 4.677 1.192 20.4% 0.223 3.8% 98% True False 15,636
40 6.127 4.677 1.450 24.8% 0.189 3.2% 81% False False 12,132
60 6.127 4.677 1.450 24.8% 0.175 3.0% 81% False False 10,312
80 6.462 4.677 1.785 30.5% 0.174 3.0% 66% False False 9,028
100 6.462 4.677 1.785 30.5% 0.179 3.1% 66% False False 8,293
120 6.462 4.677 1.785 30.5% 0.168 2.9% 66% False False 7,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.062
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.830
2.618 6.461
1.618 6.235
1.000 6.095
0.618 6.009
HIGH 5.869
0.618 5.783
0.500 5.756
0.382 5.729
LOW 5.643
0.618 5.503
1.000 5.417
1.618 5.277
2.618 5.051
4.250 4.683
Fisher Pivots for day following 24-Sep-2009
Pivot 1 day 3 day
R1 5.819 5.773
PP 5.787 5.696
S1 5.756 5.619

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

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