NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 15-Oct-2009

Day Change Summary
	Previous	Current
	14-Oct-2009	15-Oct-2009	Change	Change %	Previous Week
Open	5.857	5.713	-0.144	-2.5%	5.842
High	5.887	5.817	-0.070	-1.2%	6.100
Low	5.640	5.606	-0.034	-0.6%	5.780
Close	5.684	5.731	0.047	0.8%	5.907
Range	0.247	0.211	-0.036	-14.6%	0.320
ATR	0.236	0.234	-0.002	-0.8%	0.000
Volume	50,885	27,389	-23,496	-46.2%	144,617

Daily Pivots for day following 15-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.351	6.252	5.847
R3	6.140	6.041	5.789
R2	5.929	5.929	5.770
R1	5.830	5.830	5.750	5.880
PP	5.718	5.718	5.718	5.743
S1	5.619	5.619	5.712	5.669
S2	5.507	5.507	5.692
S3	5.296	5.408	5.673
S4	5.085	5.197	5.615

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	6.157	5.606	0.551	9.6%	0.246	4.3%	23%	False	True	40,299
10	6.157	5.512	0.645	11.3%	0.241	4.2%	34%	False	False	32,762
20	6.157	5.369	0.788	13.7%	0.229	4.0%	46%	False	False	24,189
40	6.157	4.677	1.480	25.8%	0.214	3.7%	71%	False	False	19,021
60	6.157	4.677	1.480	25.8%	0.199	3.5%	71%	False	False	15,413
80	6.157	4.677	1.480	25.8%	0.184	3.2%	71%	False	False	13,072
100	6.462	4.677	1.785	31.1%	0.187	3.3%	59%	False	False	11,581
120	6.462	4.677	1.785	31.1%	0.184	3.2%	59%	False	False	10,494

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.065
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.714
2.618	6.369
1.618	6.158
1.000	6.028
0.618	5.947
HIGH	5.817
0.618	5.736
0.500	5.712
0.382	5.687
LOW	5.606
0.618	5.476
1.000	5.395
1.618	5.265
2.618	5.054
4.250	4.709

Fisher Pivots for day following 15-Oct-2009
Pivot	1 day	3 day
R1	5.725	5.882
PP	5.718	5.831
S1	5.712	5.781

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