NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 6.004 5.944 -0.060 -1.0% 5.945
High 6.090 6.052 -0.038 -0.6% 6.021
Low 5.838 5.902 0.064 1.1% 5.512
Close 5.909 5.984 0.075 1.3% 5.816
Range 0.252 0.150 -0.102 -40.5% 0.509
ATR 0.234 0.228 -0.006 -2.6% 0.000
Volume 27,161 27,161 0 0.0% 92,584
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.429 6.357 6.067
R3 6.279 6.207 6.025
R2 6.129 6.129 6.012
R1 6.057 6.057 5.998 6.093
PP 5.979 5.979 5.979 5.998
S1 5.907 5.907 5.970 5.943
S2 5.829 5.829 5.957
S3 5.679 5.757 5.943
S4 5.529 5.607 5.902
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 9.7% 0.258 4.3% 82% False False 23,104
10 6.090 5.512 0.578 9.7% 0.233 3.9% 82% False False 19,772
20 6.090 4.842 1.248 20.9% 0.256 4.3% 92% False False 18,775
40 6.090 4.677 1.413 23.6% 0.195 3.3% 92% False False 14,747
60 6.127 4.677 1.450 24.2% 0.194 3.2% 90% False False 12,392
80 6.379 4.677 1.702 28.4% 0.178 3.0% 77% False False 10,612
100 6.462 4.677 1.785 29.8% 0.182 3.0% 73% False False 9,556
120 6.462 4.677 1.785 29.8% 0.176 2.9% 73% False False 8,845
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.059
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.690
2.618 6.445
1.618 6.295
1.000 6.202
0.618 6.145
HIGH 6.052
0.618 5.995
0.500 5.977
0.382 5.959
LOW 5.902
0.618 5.809
1.000 5.752
1.618 5.659
2.618 5.509
4.250 5.265
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 5.982 5.968
PP 5.979 5.951
S1 5.977 5.935

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

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