NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 5.420 5.466 0.046 0.8% 5.750
High 5.492 5.619 0.127 2.3% 5.786
Low 5.318 5.300 -0.018 -0.3% 5.300
Close 5.428 5.390 -0.038 -0.7% 5.390
Range 0.174 0.319 0.145 83.3% 0.486
ATR 0.236 0.242 0.006 2.5% 0.000
Volume 30,974 25,614 -5,360 -17.3% 120,937
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.393 6.211 5.565
R3 6.074 5.892 5.478
R2 5.755 5.755 5.448
R1 5.573 5.573 5.419 5.505
PP 5.436 5.436 5.436 5.402
S1 5.254 5.254 5.361 5.186
S2 5.117 5.117 5.332
S3 4.798 4.935 5.302
S4 4.479 4.616 5.215
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.950 6.656 5.657
R3 6.464 6.170 5.524
R2 5.978 5.978 5.479
R1 5.684 5.684 5.435 5.588
PP 5.492 5.492 5.492 5.444
S1 5.198 5.198 5.345 5.102
S2 5.006 5.006 5.301
S3 4.520 4.712 5.256
S4 4.034 4.226 5.123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.786 5.300 0.486 9.0% 0.242 4.5% 19% False True 24,187
10 6.266 5.300 0.966 17.9% 0.232 4.3% 9% False True 23,930
20 6.266 5.300 0.966 17.9% 0.240 4.5% 9% False True 28,016
40 6.266 4.677 1.589 29.5% 0.244 4.5% 45% False False 22,850
60 6.266 4.677 1.589 29.5% 0.206 3.8% 45% False False 18,341
80 6.266 4.677 1.589 29.5% 0.201 3.7% 45% False False 15,621
100 6.462 4.677 1.785 33.1% 0.190 3.5% 40% False False 13,576
120 6.462 4.677 1.785 33.1% 0.190 3.5% 40% False False 12,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.975
2.618 6.454
1.618 6.135
1.000 5.938
0.618 5.816
HIGH 5.619
0.618 5.497
0.500 5.460
0.382 5.422
LOW 5.300
0.618 5.103
1.000 4.981
1.618 4.784
2.618 4.465
4.250 3.944
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 5.460 5.498
PP 5.436 5.462
S1 5.413 5.426

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

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