NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 5.945 5.872 -0.073 -1.2% 5.520
High 5.947 6.021 0.074 1.2% 5.958
Low 5.800 5.693 -0.107 -1.8% 5.369
Close 5.859 5.954 0.095 1.6% 5.924
Range 0.147 0.328 0.181 123.1% 0.589
ATR 0.210 0.218 0.008 4.0% 0.000
Volume 12,971 13,430 459 3.5% 74,696
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.873 6.742 6.134
R3 6.545 6.414 6.044
R2 6.217 6.217 6.014
R1 6.086 6.086 5.984 6.152
PP 5.889 5.889 5.889 5.922
S1 5.758 5.758 5.924 5.824
S2 5.561 5.561 5.894
S3 5.233 5.430 5.864
S4 4.905 5.102 5.774
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 6.021 5.515 0.506 8.5% 0.218 3.7% 87% True False 15,002
10 6.021 5.255 0.766 12.9% 0.235 3.9% 91% True False 16,328
20 6.021 4.677 1.344 22.6% 0.233 3.9% 95% True False 16,305
40 6.034 4.677 1.357 22.8% 0.183 3.1% 94% False False 12,582
60 6.127 4.677 1.450 24.4% 0.180 3.0% 88% False False 10,694
80 6.462 4.677 1.785 30.0% 0.174 2.9% 72% False False 9,308
100 6.462 4.677 1.785 30.0% 0.178 3.0% 72% False False 8,534
120 6.462 4.677 1.785 30.0% 0.170 2.9% 72% False False 7,911
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 7.415
2.618 6.880
1.618 6.552
1.000 6.349
0.618 6.224
HIGH 6.021
0.618 5.896
0.500 5.857
0.382 5.818
LOW 5.693
0.618 5.490
1.000 5.365
1.618 5.162
2.618 4.834
4.250 4.299
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 5.922 5.922
PP 5.889 5.889
S1 5.857 5.857

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

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