NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 4.842 4.889 0.047 1.0% 5.361
High 4.961 4.911 -0.050 -1.0% 5.448
Low 4.832 4.739 -0.093 -1.9% 4.923
Close 4.901 4.761 -0.140 -2.9% 4.959
Range 0.129 0.172 0.043 33.3% 0.525
ATR 0.226 0.222 -0.004 -1.7% 0.000
Volume 84,783 69,676 -15,107 -17.8% 168,755
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.320 5.212 4.856
R3 5.148 5.040 4.808
R2 4.976 4.976 4.793
R1 4.868 4.868 4.777 4.836
PP 4.804 4.804 4.804 4.788
S1 4.696 4.696 4.745 4.664
S2 4.632 4.632 4.729
S3 4.460 4.524 4.714
S4 4.288 4.352 4.666
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 5.168 4.739 0.429 9.0% 0.192 4.0% 5% False True 57,032
10 5.619 4.739 0.880 18.5% 0.219 4.6% 3% False True 44,383
20 6.266 4.739 1.527 32.1% 0.228 4.8% 1% False True 33,924
40 6.266 4.739 1.527 32.1% 0.229 4.8% 1% False True 29,056
60 6.266 4.677 1.589 33.4% 0.219 4.6% 5% False False 23,989
80 6.266 4.677 1.589 33.4% 0.206 4.3% 5% False False 20,041
100 6.266 4.677 1.589 33.4% 0.193 4.0% 5% False False 17,242
120 6.462 4.677 1.785 37.5% 0.194 4.1% 5% False False 15,305
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 0.058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.642
2.618 5.361
1.618 5.189
1.000 5.083
0.618 5.017
HIGH 4.911
0.618 4.845
0.500 4.825
0.382 4.805
LOW 4.739
0.618 4.633
1.000 4.567
1.618 4.461
2.618 4.289
4.250 4.008
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 4.825 4.887
PP 4.804 4.845
S1 4.782 4.803

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

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