NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 5.871 5.655 -0.216 -3.7% 5.789
High 5.906 5.788 -0.118 -2.0% 6.072
Low 5.660 5.630 -0.030 -0.5% 5.786
Close 5.706 5.743 0.037 0.6% 5.888
Range 0.246 0.158 -0.088 -35.8% 0.286
ATR 0.212 0.208 -0.004 -1.8% 0.000
Volume 11,286 5,846 -5,440 -48.2% 41,365
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.194 6.127 5.830
R3 6.036 5.969 5.786
R2 5.878 5.878 5.772
R1 5.811 5.811 5.757 5.845
PP 5.720 5.720 5.720 5.737
S1 5.653 5.653 5.729 5.687
S2 5.562 5.562 5.714
S3 5.404 5.495 5.700
S4 5.246 5.337 5.656
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.773 6.617 6.045
R3 6.487 6.331 5.967
R2 6.201 6.201 5.940
R1 6.045 6.045 5.914 6.123
PP 5.915 5.915 5.915 5.955
S1 5.759 5.759 5.862 5.837
S2 5.629 5.629 5.836
S3 5.343 5.473 5.809
S4 5.057 5.187 5.731
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.123 5.630 0.493 8.6% 0.217 3.8% 23% False True 7,968
10 6.123 5.550 0.573 10.0% 0.210 3.7% 34% False False 8,368
20 6.123 5.375 0.748 13.0% 0.199 3.5% 49% False False 6,946
40 6.123 4.733 1.390 24.2% 0.190 3.3% 73% False False 6,051
60 6.123 4.733 1.390 24.2% 0.172 3.0% 73% False False 5,003
80 6.123 4.733 1.390 24.2% 0.162 2.8% 73% False False 4,328
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.460
2.618 6.202
1.618 6.044
1.000 5.946
0.618 5.886
HIGH 5.788
0.618 5.728
0.500 5.709
0.382 5.690
LOW 5.630
0.618 5.532
1.000 5.472
1.618 5.374
2.618 5.216
4.250 4.959
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 5.732 5.877
PP 5.720 5.832
S1 5.709 5.788

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

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