NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 25-Sep-2009
Day Change Summary
Previous Current
24-Sep-2009 25-Sep-2009 Change Change % Previous Week
Open 5.667 5.890 0.223 3.9% 5.520
High 5.869 5.958 0.089 1.5% 5.958
Low 5.643 5.776 0.133 2.4% 5.369
Close 5.850 5.924 0.074 1.3% 5.924
Range 0.226 0.182 -0.044 -19.5% 0.589
ATR 0.217 0.215 -0.003 -1.2% 0.000
Volume 18,036 15,704 -2,332 -12.9% 74,696
Daily Pivots for day following 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.432 6.360 6.024
R3 6.250 6.178 5.974
R2 6.068 6.068 5.957
R1 5.996 5.996 5.941 6.032
PP 5.886 5.886 5.886 5.904
S1 5.814 5.814 5.907 5.850
S2 5.704 5.704 5.891
S3 5.522 5.632 5.874
S4 5.340 5.450 5.824
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 7.517 7.310 6.248
R3 6.928 6.721 6.086
R2 6.339 6.339 6.032
R1 6.132 6.132 5.978 6.236
PP 5.750 5.750 5.750 5.802
S1 5.543 5.543 5.870 5.647
S2 5.161 5.161 5.816
S3 4.572 4.954 5.762
S4 3.983 4.365 5.600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.958 5.369 0.589 9.9% 0.197 3.3% 94% True False 14,939
10 5.958 5.048 0.910 15.4% 0.239 4.0% 96% True False 17,268
20 5.958 4.677 1.281 21.6% 0.225 3.8% 97% True False 16,066
40 6.127 4.677 1.450 24.5% 0.188 3.2% 86% False False 12,358
60 6.127 4.677 1.450 24.5% 0.176 3.0% 86% False False 10,474
80 6.462 4.677 1.785 30.1% 0.173 2.9% 70% False False 9,159
100 6.462 4.677 1.785 30.1% 0.178 3.0% 70% False False 8,409
120 6.462 4.677 1.785 30.1% 0.169 2.9% 70% False False 7,740
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 0.051
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.732
2.618 6.434
1.618 6.252
1.000 6.140
0.618 6.070
HIGH 5.958
0.618 5.888
0.500 5.867
0.382 5.846
LOW 5.776
0.618 5.664
1.000 5.594
1.618 5.482
2.618 5.300
4.250 5.003
Fisher Pivots for day following 25-Sep-2009
Pivot 1 day 3 day
R1 5.905 5.862
PP 5.886 5.799
S1 5.867 5.737

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

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