NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 5.841 5.752 -0.089 -1.5% 6.145
High 5.841 5.840 -0.001 0.0% 6.248
Low 5.755 5.693 -0.062 -1.1% 5.755
Close 5.781 5.798 0.017 0.3% 5.781
Range 0.086 0.147 0.061 70.9% 0.493
ATR 0.162 0.161 -0.001 -0.7% 0.000
Volume 6,108 2,353 -3,755 -61.5% 24,982
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 6.218 6.155 5.879
R3 6.071 6.008 5.838
R2 5.924 5.924 5.825
R1 5.861 5.861 5.811 5.893
PP 5.777 5.777 5.777 5.793
S1 5.714 5.714 5.785 5.746
S2 5.630 5.630 5.771
S3 5.483 5.567 5.758
S4 5.336 5.420 5.717
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 7.407 7.087 6.052
R3 6.914 6.594 5.917
R2 6.421 6.421 5.871
R1 6.101 6.101 5.826 6.015
PP 5.928 5.928 5.928 5.885
S1 5.608 5.608 5.736 5.522
S2 5.435 5.435 5.691
S3 4.942 5.115 5.645
S4 4.449 4.622 5.510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.190 5.693 0.497 8.6% 0.168 2.9% 21% False True 4,613
10 6.439 5.693 0.746 12.9% 0.176 3.0% 14% False True 5,353
20 6.439 5.460 0.979 16.9% 0.165 2.9% 35% False False 5,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.465
2.618 6.225
1.618 6.078
1.000 5.987
0.618 5.931
HIGH 5.840
0.618 5.784
0.500 5.767
0.382 5.749
LOW 5.693
0.618 5.602
1.000 5.546
1.618 5.455
2.618 5.308
4.250 5.068
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 5.788 5.892
PP 5.777 5.860
S1 5.767 5.829

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

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