NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 5.872 5.977 0.105 1.8% 5.520
High 6.021 6.005 -0.016 -0.3% 5.958
Low 5.693 5.843 0.150 2.6% 5.369
Close 5.954 5.965 0.011 0.2% 5.924
Range 0.328 0.162 -0.166 -50.6% 0.589
ATR 0.218 0.214 -0.004 -1.8% 0.000
Volume 13,430 22,068 8,638 64.3% 74,696
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.424 6.356 6.054
R3 6.262 6.194 6.010
R2 6.100 6.100 5.995
R1 6.032 6.032 5.980 5.985
PP 5.938 5.938 5.938 5.914
S1 5.870 5.870 5.950 5.823
S2 5.776 5.776 5.935
S3 5.614 5.708 5.920
S4 5.452 5.546 5.876
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 5.643 0.378 6.3% 0.209 3.5% 85% False False 16,441
10 6.021 5.350 0.671 11.2% 0.217 3.6% 92% False False 16,078
20 6.021 4.677 1.344 22.5% 0.233 3.9% 96% False False 16,881
40 6.034 4.677 1.357 22.7% 0.184 3.1% 95% False False 12,803
60 6.127 4.677 1.450 24.3% 0.180 3.0% 89% False False 10,975
80 6.462 4.677 1.785 29.9% 0.175 2.9% 72% False False 9,524
100 6.462 4.677 1.785 29.9% 0.179 3.0% 72% False False 8,706
120 6.462 4.677 1.785 29.9% 0.171 2.9% 72% False False 8,065
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 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.694
2.618 6.429
1.618 6.267
1.000 6.167
0.618 6.105
HIGH 6.005
0.618 5.943
0.500 5.924
0.382 5.905
LOW 5.843
0.618 5.743
1.000 5.681
1.618 5.581
2.618 5.419
4.250 5.155
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 5.951 5.929
PP 5.938 5.893
S1 5.924 5.857

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

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