NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 6.020 6.047 0.027 0.4% 5.842
High 6.100 6.065 -0.035 -0.6% 6.100
Low 5.900 5.897 -0.003 -0.1% 5.780
Close 6.045 5.907 -0.138 -2.3% 5.907
Range 0.200 0.168 -0.032 -16.0% 0.320
ATR 0.226 0.222 -0.004 -1.8% 0.000
Volume 27,161 46,051 18,890 69.5% 144,617
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.460 6.352 5.999
R3 6.292 6.184 5.953
R2 6.124 6.124 5.938
R1 6.016 6.016 5.922 5.986
PP 5.956 5.956 5.956 5.942
S1 5.848 5.848 5.892 5.818
S2 5.788 5.788 5.876
S3 5.620 5.680 5.861
S4 5.452 5.512 5.815
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.889 6.718 6.083
R3 6.569 6.398 5.995
R2 6.249 6.249 5.966
R1 6.078 6.078 5.936 6.164
PP 5.929 5.929 5.929 5.972
S1 5.758 5.758 5.878 5.844
S2 5.609 5.609 5.848
S3 5.289 5.438 5.819
S4 4.969 5.118 5.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.100 5.780 0.320 5.4% 0.208 3.5% 40% False False 28,923
10 6.100 5.512 0.588 10.0% 0.229 3.9% 67% False False 23,720
20 6.100 5.048 1.052 17.8% 0.234 4.0% 82% False False 20,494
40 6.100 4.677 1.423 24.1% 0.198 3.4% 86% False False 16,142
60 6.127 4.677 1.450 24.5% 0.192 3.3% 85% False False 13,372
80 6.294 4.677 1.617 27.4% 0.178 3.0% 76% False False 11,368
100 6.462 4.677 1.785 30.2% 0.182 3.1% 69% False False 10,180
120 6.462 4.677 1.785 30.2% 0.178 3.0% 69% False False 9,369
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.059
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.779
2.618 6.505
1.618 6.337
1.000 6.233
0.618 6.169
HIGH 6.065
0.618 6.001
0.500 5.981
0.382 5.961
LOW 5.897
0.618 5.793
1.000 5.729
1.618 5.625
2.618 5.457
4.250 5.183
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 5.981 5.999
PP 5.956 5.968
S1 5.932 5.938

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

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