NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 01-Oct-2009

Day Change Summary
	Previous	Current
	30-Sep-2009	01-Oct-2009	Change	Change %	Previous Week
Open	5.977	5.929	-0.048	-0.8%	5.520
High	6.005	5.929	-0.076	-1.3%	5.958
Low	5.843	5.619	-0.224	-3.8%	5.369
Close	5.965	5.637	-0.328	-5.5%	5.924
Range	0.162	0.310	0.148	91.4%	0.589
ATR	0.214	0.224	0.009	4.4%	0.000
Volume	22,068	16,549	-5,519	-25.0%	74,696

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.658	6.458	5.808
R3	6.348	6.148	5.722
R2	6.038	6.038	5.694
R1	5.838	5.838	5.665	5.783
PP	5.728	5.728	5.728	5.701
S1	5.528	5.528	5.609	5.473
S2	5.418	5.418	5.580
S3	5.108	5.218	5.552
S4	4.798	4.908	5.467

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	5.619	0.402	7.1%	0.226	4.0%	4%	False	True	16,144
10	6.021	5.369	0.652	11.6%	0.216	3.8%	41%	False	False	15,616
20	6.021	4.677	1.344	23.8%	0.244	4.3%	71%	False	False	17,159
40	6.034	4.677	1.357	24.1%	0.189	3.3%	71%	False	False	12,988
60	6.127	4.677	1.450	25.7%	0.184	3.3%	66%	False	False	11,158
80	6.462	4.677	1.785	31.7%	0.177	3.1%	54%	False	False	9,692
100	6.462	4.677	1.785	31.7%	0.179	3.2%	54%	False	False	8,824
120	6.462	4.677	1.785	31.7%	0.172	3.1%	54%	False	False	8,181

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	0.040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.247
2.618	6.741
1.618	6.431
1.000	6.239
0.618	6.121
HIGH	5.929
0.618	5.811
0.500	5.774
0.382	5.737
LOW	5.619
0.618	5.427
1.000	5.309
1.618	5.117
2.618	4.807
4.250	4.302

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	5.774	5.820
PP	5.728	5.759
S1	5.683	5.698

Download as Excel Spreadsheet

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

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