NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 5.251 5.087 -0.164 -3.1% 5.750
High 5.300 5.210 -0.090 -1.7% 5.786
Low 5.054 5.015 -0.039 -0.8% 5.300
Close 5.068 5.121 0.053 1.0% 5.390
Range 0.246 0.195 -0.051 -20.7% 0.486
ATR 0.241 0.237 -0.003 -1.4% 0.000
Volume 32,635 36,597 3,962 12.1% 120,937
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.700 5.606 5.228
R3 5.505 5.411 5.175
R2 5.310 5.310 5.157
R1 5.216 5.216 5.139 5.263
PP 5.115 5.115 5.115 5.139
S1 5.021 5.021 5.103 5.068
S2 4.920 4.920 5.085
S3 4.725 4.826 5.067
S4 4.530 4.631 5.014
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 5.619 5.015 0.604 11.8% 0.245 4.8% 18% False True 31,733
10 6.050 5.015 1.035 20.2% 0.238 4.6% 10% False True 27,790
20 6.266 5.015 1.251 24.4% 0.242 4.7% 8% False True 29,740
40 6.266 5.015 1.251 24.4% 0.243 4.8% 8% False True 24,562
60 6.266 4.677 1.589 31.0% 0.212 4.1% 28% False False 20,082
80 6.266 4.677 1.589 31.0% 0.206 4.0% 28% False False 16,980
100 6.379 4.677 1.702 33.2% 0.191 3.7% 26% False False 14,627
120 6.462 4.677 1.785 34.9% 0.192 3.8% 25% False False 13,118
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 0.059
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.039
2.618 5.721
1.618 5.526
1.000 5.405
0.618 5.331
HIGH 5.210
0.618 5.136
0.500 5.113
0.382 5.089
LOW 5.015
0.618 4.894
1.000 4.820
1.618 4.699
2.618 4.504
4.250 4.186
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 5.118 5.158
PP 5.115 5.145
S1 5.113 5.133

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

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