NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 6.059 6.083 0.024 0.4% 5.960
High 6.120 6.259 0.139 2.3% 6.157
Low 5.917 6.083 0.166 2.8% 5.606
Close 6.073 6.223 0.150 2.5% 6.019
Range 0.203 0.176 -0.027 -13.3% 0.551
ATR 0.242 0.238 -0.004 -1.7% 0.000
Volume 22,980 17,900 -5,080 -22.1% 176,413
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.716 6.646 6.320
R3 6.540 6.470 6.271
R2 6.364 6.364 6.255
R1 6.294 6.294 6.239 6.329
PP 6.188 6.188 6.188 6.206
S1 6.118 6.118 6.207 6.153
S2 6.012 6.012 6.191
S3 5.836 5.942 6.175
S4 5.660 5.766 6.126
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.580 7.351 6.322
R3 7.029 6.800 6.171
R2 6.478 6.478 6.120
R1 6.249 6.249 6.070 6.364
PP 5.927 5.927 5.927 5.985
S1 5.698 5.698 5.968 5.813
S2 5.376 5.376 5.918
S3 4.825 5.147 5.867
S4 4.274 4.596 5.716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.259 5.606 0.653 10.5% 0.245 3.9% 94% True False 28,024
10 6.259 5.606 0.653 10.5% 0.235 3.8% 94% True False 31,766
20 6.259 5.512 0.747 12.0% 0.237 3.8% 95% True False 25,155
40 6.259 4.677 1.582 25.4% 0.224 3.6% 98% True False 19,957
60 6.259 4.677 1.582 25.4% 0.204 3.3% 98% True False 16,081
80 6.259 4.677 1.582 25.4% 0.188 3.0% 98% True False 13,694
100 6.462 4.677 1.785 28.7% 0.187 3.0% 87% False False 12,060
120 6.462 4.677 1.785 28.7% 0.187 3.0% 87% False False 10,887
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.052
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 7.007
2.618 6.720
1.618 6.544
1.000 6.435
0.618 6.368
HIGH 6.259
0.618 6.192
0.500 6.171
0.382 6.150
LOW 6.083
0.618 5.974
1.000 5.907
1.618 5.798
2.618 5.622
4.250 5.335
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 6.206 6.142
PP 6.188 6.060
S1 6.171 5.979

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

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