NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 5.164 4.967 -0.197 -3.8% 5.361
High 5.168 5.049 -0.119 -2.3% 5.448
Low 4.923 4.843 -0.080 -1.6% 4.923
Close 4.959 5.030 0.071 1.4% 4.959
Range 0.245 0.206 -0.039 -15.9% 0.525
ATR 0.238 0.236 -0.002 -1.0% 0.000
Volume 35,703 45,353 9,650 27.0% 168,755
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.592 5.517 5.143
R3 5.386 5.311 5.087
R2 5.180 5.180 5.068
R1 5.105 5.105 5.049 5.143
PP 4.974 4.974 4.974 4.993
S1 4.899 4.899 5.011 4.937
S2 4.768 4.768 4.992
S3 4.562 4.693 4.973
S4 4.356 4.487 4.917
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 5.300 4.843 0.457 9.1% 0.213 4.2% 41% False True 36,821
10 5.705 4.843 0.862 17.1% 0.232 4.6% 22% False True 31,596
20 6.266 4.843 1.423 28.3% 0.246 4.9% 13% False True 29,425
40 6.266 4.843 1.423 28.3% 0.238 4.7% 13% False True 25,513
60 6.266 4.677 1.589 31.6% 0.216 4.3% 22% False False 21,076
80 6.266 4.677 1.589 31.6% 0.205 4.1% 22% False False 17,765
100 6.266 4.677 1.589 31.6% 0.192 3.8% 22% False False 15,337
120 6.462 4.677 1.785 35.5% 0.193 3.8% 20% False False 13,700
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 5.925
2.618 5.588
1.618 5.382
1.000 5.255
0.618 5.176
HIGH 5.049
0.618 4.970
0.500 4.946
0.382 4.922
LOW 4.843
0.618 4.716
1.000 4.637
1.618 4.510
2.618 4.304
4.250 3.968
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 5.002 5.029
PP 4.974 5.028
S1 4.946 5.027

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

View Archives - Comment on this page... - Back to Index of Symbols