NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 5.087 5.164 0.077 1.5% 5.361
High 5.210 5.168 -0.042 -0.8% 5.448
Low 5.015 4.923 -0.092 -1.8% 4.923
Close 5.121 4.959 -0.162 -3.2% 4.959
Range 0.195 0.245 0.050 25.6% 0.525
ATR 0.237 0.238 0.001 0.2% 0.000
Volume 36,597 35,703 -894 -2.4% 168,755
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.752 5.600 5.094
R3 5.507 5.355 5.026
R2 5.262 5.262 5.004
R1 5.110 5.110 4.981 5.064
PP 5.017 5.017 5.017 4.993
S1 4.865 4.865 4.937 4.819
S2 4.772 4.772 4.914
S3 4.527 4.620 4.892
S4 4.282 4.375 4.824
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 6.685 6.347 5.248
R3 6.160 5.822 5.103
R2 5.635 5.635 5.055
R1 5.297 5.297 5.007 5.204
PP 5.110 5.110 5.110 5.063
S1 4.772 4.772 4.911 4.679
S2 4.585 4.585 4.863
S3 4.060 4.247 4.815
S4 3.535 3.722 4.670
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.448 4.923 0.525 10.6% 0.230 4.6% 7% False True 33,751
10 5.786 4.923 0.863 17.4% 0.236 4.8% 4% False True 28,969
20 6.266 4.923 1.343 27.1% 0.246 5.0% 3% False True 29,223
40 6.266 4.923 1.343 27.1% 0.240 4.8% 3% False True 24,858
60 6.266 4.677 1.589 32.0% 0.214 4.3% 18% False False 20,503
80 6.266 4.677 1.589 32.0% 0.206 4.1% 18% False False 17,335
100 6.294 4.677 1.617 32.6% 0.192 3.9% 17% False False 14,939
120 6.462 4.677 1.785 36.0% 0.193 3.9% 16% False False 13,354
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.209
2.618 5.809
1.618 5.564
1.000 5.413
0.618 5.319
HIGH 5.168
0.618 5.074
0.500 5.046
0.382 5.017
LOW 4.923
0.618 4.772
1.000 4.678
1.618 4.527
2.618 4.282
4.250 3.882
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 5.046 5.112
PP 5.017 5.061
S1 4.988 5.010

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

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