NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 15-Sep-2009
Day Change Summary
Previous Current
14-Sep-2009 15-Sep-2009 Change Change % Previous Week
Open 5.250 5.475 0.225 4.3% 5.064
High 5.429 5.475 0.046 0.8% 5.493
Low 5.209 5.302 0.093 1.8% 4.984
Close 5.370 5.318 -0.052 -1.0% 5.192
Range 0.220 0.173 -0.047 -21.4% 0.509
ATR 0.150 0.151 0.002 1.1% 0.000
Volume 700 1,791 1,091 155.9% 3,544
Daily Pivots for day following 15-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.884 5.774 5.413
R3 5.711 5.601 5.366
R2 5.538 5.538 5.350
R1 5.428 5.428 5.334 5.397
PP 5.365 5.365 5.365 5.349
S1 5.255 5.255 5.302 5.224
S2 5.192 5.192 5.286
S3 5.019 5.082 5.270
S4 4.846 4.909 5.223
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.750 6.480 5.472
R3 6.241 5.971 5.332
R2 5.732 5.732 5.285
R1 5.462 5.462 5.239 5.597
PP 5.223 5.223 5.223 5.291
S1 4.953 4.953 5.145 5.088
S2 4.714 4.714 5.099
S3 4.205 4.444 5.052
S4 3.696 3.935 4.912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.493 5.005 0.488 9.2% 0.236 4.4% 64% False False 1,099
10 5.493 4.869 0.624 11.7% 0.175 3.3% 72% False False 1,073
20 5.525 4.869 0.656 12.3% 0.124 2.3% 68% False False 876
40 5.941 4.869 1.072 20.2% 0.117 2.2% 42% False False 698
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.210
2.618 5.928
1.618 5.755
1.000 5.648
0.618 5.582
HIGH 5.475
0.618 5.409
0.500 5.389
0.382 5.368
LOW 5.302
0.618 5.195
1.000 5.129
1.618 5.022
2.618 4.849
4.250 4.567
Fisher Pivots for day following 15-Sep-2009
Pivot 1 day 3 day
R1 5.389 5.335
PP 5.365 5.329
S1 5.342 5.324

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

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