NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 5.360 5.535 0.175 3.3% 4.651
High 5.536 5.569 0.033 0.6% 5.375
Low 5.314 5.420 0.106 2.0% 4.644
Close 5.523 5.462 -0.061 -1.1% 5.163
Range 0.222 0.149 -0.073 -32.9% 0.731
ATR 0.274 0.266 -0.009 -3.3% 0.000
Volume 110,235 153,088 42,853 38.9% 804,256
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 5.931 5.845 5.544
R3 5.782 5.696 5.503
R2 5.633 5.633 5.489
R1 5.547 5.547 5.476 5.516
PP 5.484 5.484 5.484 5.468
S1 5.398 5.398 5.448 5.367
S2 5.335 5.335 5.435
S3 5.186 5.249 5.421
S4 5.037 5.100 5.380
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.254 6.939 5.565
R3 6.523 6.208 5.364
R2 5.792 5.792 5.297
R1 5.477 5.477 5.230 5.635
PP 5.061 5.061 5.061 5.139
S1 4.746 4.746 5.096 4.904
S2 4.330 4.330 5.029
S3 3.599 4.015 4.962
S4 2.868 3.284 4.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.569 4.837 0.732 13.4% 0.271 5.0% 85% True False 152,727
10 5.569 4.432 1.137 20.8% 0.267 4.9% 91% True False 141,741
20 5.569 4.432 1.137 20.8% 0.278 5.1% 91% True False 116,614
40 6.266 4.432 1.834 33.6% 0.250 4.6% 56% False False 79,356
60 6.266 4.432 1.834 33.6% 0.245 4.5% 56% False False 61,289
80 6.266 4.432 1.834 33.6% 0.237 4.3% 56% False False 49,656
100 6.266 4.432 1.834 33.6% 0.222 4.1% 56% False False 41,391
120 6.266 4.432 1.834 33.6% 0.209 3.8% 56% False False 35,582
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.052
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6.202
2.618 5.959
1.618 5.810
1.000 5.718
0.618 5.661
HIGH 5.569
0.618 5.512
0.500 5.495
0.382 5.477
LOW 5.420
0.618 5.328
1.000 5.271
1.618 5.179
2.618 5.030
4.250 4.787
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 5.495 5.435
PP 5.484 5.407
S1 5.473 5.380

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

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