NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 5.535 5.479 -0.056 -1.0% 4.651
High 5.569 5.911 0.342 6.1% 5.375
Low 5.420 5.454 0.034 0.6% 4.644
Close 5.462 5.768 0.306 5.6% 5.163
Range 0.149 0.457 0.308 206.7% 0.731
ATR 0.266 0.279 0.014 5.2% 0.000
Volume 153,088 128,611 -24,477 -16.0% 804,256
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.082 6.882 6.019
R3 6.625 6.425 5.894
R2 6.168 6.168 5.852
R1 5.968 5.968 5.810 6.068
PP 5.711 5.711 5.711 5.761
S1 5.511 5.511 5.726 5.611
S2 5.254 5.254 5.684
S3 4.797 5.054 5.642
S4 4.340 4.597 5.517
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 5.911 5.121 0.790 13.7% 0.260 4.5% 82% True False 146,973
10 5.911 4.445 1.466 25.4% 0.295 5.1% 90% True False 142,999
20 5.911 4.432 1.479 25.6% 0.285 4.9% 90% True False 119,251
40 6.140 4.432 1.708 29.6% 0.256 4.4% 78% False False 81,832
60 6.266 4.432 1.834 31.8% 0.250 4.3% 73% False False 63,185
80 6.266 4.432 1.834 31.8% 0.241 4.2% 73% False False 51,144
100 6.266 4.432 1.834 31.8% 0.225 3.9% 73% False False 42,633
120 6.266 4.432 1.834 31.8% 0.211 3.7% 73% False False 36,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.853
2.618 7.107
1.618 6.650
1.000 6.368
0.618 6.193
HIGH 5.911
0.618 5.736
0.500 5.683
0.382 5.629
LOW 5.454
0.618 5.172
1.000 4.997
1.618 4.715
2.618 4.258
4.250 3.512
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 5.740 5.716
PP 5.711 5.664
S1 5.683 5.613

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

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