NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 5.750 5.530 -0.220 -3.8% 6.059
High 5.786 5.705 -0.081 -1.4% 6.266
Low 5.539 5.523 -0.016 -0.3% 5.793
Close 5.554 5.627 0.073 1.3% 5.808
Range 0.247 0.182 -0.065 -26.3% 0.473
ATR 0.241 0.237 -0.004 -1.8% 0.000
Volume 19,079 23,635 4,556 23.9% 118,366
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.164 6.078 5.727
R3 5.982 5.896 5.677
R2 5.800 5.800 5.660
R1 5.714 5.714 5.644 5.757
PP 5.618 5.618 5.618 5.640
S1 5.532 5.532 5.610 5.575
S2 5.436 5.436 5.594
S3 5.254 5.350 5.577
S4 5.072 5.168 5.527
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.375 7.064 6.068
R3 6.902 6.591 5.938
R2 6.429 6.429 5.895
R1 6.118 6.118 5.851 6.037
PP 5.956 5.956 5.956 5.915
S1 5.645 5.645 5.765 5.564
S2 5.483 5.483 5.721
S3 5.010 5.172 5.678
S4 4.537 4.699 5.548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.266 5.523 0.743 13.2% 0.231 4.1% 14% False True 24,040
10 6.266 5.523 0.743 13.2% 0.238 4.2% 14% False True 26,032
20 6.266 5.512 0.754 13.4% 0.240 4.3% 15% False False 27,414
40 6.266 4.677 1.589 28.2% 0.236 4.2% 60% False False 21,860
60 6.266 4.677 1.589 28.2% 0.202 3.6% 60% False False 17,526
80 6.266 4.677 1.589 28.2% 0.195 3.5% 60% False False 14,874
100 6.462 4.677 1.785 31.7% 0.188 3.3% 53% False False 12,929
120 6.462 4.677 1.785 31.7% 0.189 3.3% 53% False False 11,681
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.049
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.479
2.618 6.181
1.618 5.999
1.000 5.887
0.618 5.817
HIGH 5.705
0.618 5.635
0.500 5.614
0.382 5.593
LOW 5.523
0.618 5.411
1.000 5.341
1.618 5.229
2.618 5.047
4.250 4.750
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 5.623 5.787
PP 5.618 5.733
S1 5.614 5.680

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

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