NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 5.842 6.004 0.162 2.8% 5.945
High 6.050 6.090 0.040 0.7% 6.021
Low 5.780 5.838 0.058 1.0% 5.512
Close 5.995 5.909 -0.086 -1.4% 5.816
Range 0.270 0.252 -0.018 -6.7% 0.509
ATR 0.232 0.234 0.001 0.6% 0.000
Volume 17,083 27,161 10,078 59.0% 92,584
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.702 6.557 6.048
R3 6.450 6.305 5.978
R2 6.198 6.198 5.955
R1 6.053 6.053 5.932 6.000
PP 5.946 5.946 5.946 5.919
S1 5.801 5.801 5.886 5.748
S2 5.694 5.694 5.863
S3 5.442 5.549 5.840
S4 5.190 5.297 5.770
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.310 7.072 6.096
R3 6.801 6.563 5.956
R2 6.292 6.292 5.909
R1 6.054 6.054 5.863 5.919
PP 5.783 5.783 5.783 5.715
S1 5.545 5.545 5.769 5.410
S2 5.274 5.274 5.723
S3 4.765 5.036 5.676
S4 4.256 4.527 5.536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.090 5.512 0.578 9.8% 0.260 4.4% 69% True False 22,085
10 6.090 5.512 0.578 9.8% 0.239 4.0% 69% True False 18,544
20 6.090 4.842 1.248 21.1% 0.255 4.3% 85% True False 18,111
40 6.090 4.677 1.413 23.9% 0.195 3.3% 87% True False 14,249
60 6.127 4.677 1.450 24.5% 0.194 3.3% 85% False False 12,042
80 6.462 4.677 1.785 30.2% 0.179 3.0% 69% False False 10,355
100 6.462 4.677 1.785 30.2% 0.182 3.1% 69% False False 9,327
120 6.462 4.677 1.785 30.2% 0.176 3.0% 69% False False 8,663
Crabel Price Patterns
NR True
NR4 True
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 0.054
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.161
2.618 6.750
1.618 6.498
1.000 6.342
0.618 6.246
HIGH 6.090
0.618 5.994
0.500 5.964
0.382 5.934
LOW 5.838
0.618 5.682
1.000 5.586
1.618 5.430
2.618 5.178
4.250 4.767
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 5.964 5.873
PP 5.946 5.837
S1 5.927 5.801

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

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