NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 5.319 5.421 0.102 1.9% 5.680
High 5.431 5.481 0.050 0.9% 5.682
Low 5.319 5.283 -0.036 -0.7% 5.350
Close 5.409 5.308 -0.101 -1.9% 5.378
Range 0.112 0.198 0.086 76.8% 0.332
ATR 0.150 0.153 0.003 2.3% 0.000
Volume 6,166 7,110 944 15.3% 32,068
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.951 5.828 5.417
R3 5.753 5.630 5.362
R2 5.555 5.555 5.344
R1 5.432 5.432 5.326 5.395
PP 5.357 5.357 5.357 5.339
S1 5.234 5.234 5.290 5.197
S2 5.159 5.159 5.272
S3 4.961 5.036 5.254
S4 4.763 4.838 5.199
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.466 6.254 5.561
R3 6.134 5.922 5.469
R2 5.802 5.802 5.439
R1 5.590 5.590 5.408 5.530
PP 5.470 5.470 5.470 5.440
S1 5.258 5.258 5.348 5.198
S2 5.138 5.138 5.317
S3 4.806 4.926 5.287
S4 4.474 4.594 5.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.508 5.240 0.268 5.0% 0.110 2.1% 25% False False 6,411
10 5.844 5.240 0.604 11.4% 0.116 2.2% 11% False False 6,202
20 6.379 5.240 1.139 21.5% 0.132 2.5% 6% False False 5,216
40 6.462 5.240 1.222 23.0% 0.164 3.1% 6% False False 5,394
60 6.462 5.240 1.222 23.0% 0.161 3.0% 6% False False 5,337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.323
2.618 5.999
1.618 5.801
1.000 5.679
0.618 5.603
HIGH 5.481
0.618 5.405
0.500 5.382
0.382 5.359
LOW 5.283
0.618 5.161
1.000 5.085
1.618 4.963
2.618 4.765
4.250 4.442
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 5.382 5.361
PP 5.357 5.343
S1 5.333 5.326

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

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