NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 5.554 5.655 0.101 1.8% 5.250
High 5.585 5.740 0.155 2.8% 5.655
Low 5.445 5.651 0.206 3.8% 5.209
Close 5.557 5.728 0.171 3.1% 5.613
Range 0.140 0.089 -0.051 -36.4% 0.446
ATR 0.167 0.168 0.001 0.7% 0.000
Volume 757 756 -1 -0.1% 8,725
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.973 5.940 5.777
R3 5.884 5.851 5.752
R2 5.795 5.795 5.744
R1 5.762 5.762 5.736 5.779
PP 5.706 5.706 5.706 5.715
S1 5.673 5.673 5.720 5.690
S2 5.617 5.617 5.712
S3 5.528 5.584 5.704
S4 5.439 5.495 5.679
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.830 6.668 5.858
R3 6.384 6.222 5.736
R2 5.938 5.938 5.695
R1 5.776 5.776 5.654 5.857
PP 5.492 5.492 5.492 5.533
S1 5.330 5.330 5.572 5.411
S2 5.046 5.046 5.531
S3 4.600 4.884 5.490
S4 4.154 4.438 5.368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.740 5.418 0.322 5.6% 0.150 2.6% 96% True False 1,668
10 5.740 5.005 0.735 12.8% 0.207 3.6% 98% True False 1,439
20 5.740 4.869 0.871 15.2% 0.153 2.7% 99% True False 1,240
40 5.941 4.869 1.072 18.7% 0.125 2.2% 80% False False 867
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 0.037
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6.118
2.618 5.973
1.618 5.884
1.000 5.829
0.618 5.795
HIGH 5.740
0.618 5.706
0.500 5.696
0.382 5.685
LOW 5.651
0.618 5.596
1.000 5.562
1.618 5.507
2.618 5.418
4.250 5.273
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 5.717 5.683
PP 5.706 5.638
S1 5.696 5.593

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

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