NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 6.345 6.256 -0.089 -1.4% 6.149
High 6.379 6.294 -0.085 -1.3% 6.462
Low 6.177 6.087 -0.090 -1.5% 6.087
Close 6.242 6.109 -0.133 -2.1% 6.109
Range 0.202 0.207 0.005 2.5% 0.375
ATR 0.193 0.194 0.001 0.5% 0.000
Volume 4,493 5,585 1,092 24.3% 30,148
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 6.784 6.654 6.223
R3 6.577 6.447 6.166
R2 6.370 6.370 6.147
R1 6.240 6.240 6.128 6.202
PP 6.163 6.163 6.163 6.144
S1 6.033 6.033 6.090 5.995
S2 5.956 5.956 6.071
S3 5.749 5.826 6.052
S4 5.542 5.619 5.995
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.344 7.102 6.315
R3 6.969 6.727 6.212
R2 6.594 6.594 6.178
R1 6.352 6.352 6.143 6.286
PP 6.219 6.219 6.219 6.186
S1 5.977 5.977 6.075 5.911
S2 5.844 5.844 6.040
S3 5.469 5.602 6.006
S4 5.094 5.227 5.903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.462 6.087 0.375 6.1% 0.208 3.4% 6% False True 6,029
10 6.462 6.020 0.442 7.2% 0.184 3.0% 20% False False 5,768
20 6.462 5.693 0.769 12.6% 0.197 3.2% 54% False False 5,519
40 6.462 5.460 1.002 16.4% 0.181 3.0% 65% False False 5,400
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 0.035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.174
2.618 6.836
1.618 6.629
1.000 6.501
0.618 6.422
HIGH 6.294
0.618 6.215
0.500 6.191
0.382 6.166
LOW 6.087
0.618 5.959
1.000 5.880
1.618 5.752
2.618 5.545
4.250 5.207
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 6.191 6.233
PP 6.163 6.192
S1 6.136 6.150

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

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