NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 5.928 5.911 -0.017 -0.3% 5.819
High 5.928 5.911 -0.017 -0.3% 6.048
Low 5.788 5.700 -0.088 -1.5% 5.813
Close 5.846 5.736 -0.110 -1.9% 5.871
Range 0.140 0.211 0.071 50.7% 0.235
ATR 0.174 0.177 0.003 1.5% 0.000
Volume 1,207 1,700 493 40.8% 11,683
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.415 6.287 5.852
R3 6.204 6.076 5.794
R2 5.993 5.993 5.775
R1 5.865 5.865 5.755 5.824
PP 5.782 5.782 5.782 5.762
S1 5.654 5.654 5.717 5.613
S2 5.571 5.571 5.697
S3 5.360 5.443 5.678
S4 5.149 5.232 5.620
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.616 6.478 6.000
R3 6.381 6.243 5.936
R2 6.146 6.146 5.914
R1 6.008 6.008 5.893 6.077
PP 5.911 5.911 5.911 5.945
S1 5.773 5.773 5.849 5.842
S2 5.676 5.676 5.828
S3 5.441 5.538 5.806
S4 5.206 5.303 5.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.070 5.700 0.370 6.5% 0.150 2.6% 10% False True 1,713
10 6.070 5.598 0.472 8.2% 0.164 2.9% 29% False False 2,119
20 6.070 5.418 0.652 11.4% 0.156 2.7% 49% False False 2,063
40 6.070 4.869 1.201 20.9% 0.145 2.5% 72% False False 1,497
60 6.070 4.869 1.201 20.9% 0.133 2.3% 72% False False 1,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.808
2.618 6.463
1.618 6.252
1.000 6.122
0.618 6.041
HIGH 5.911
0.618 5.830
0.500 5.806
0.382 5.781
LOW 5.700
0.618 5.570
1.000 5.489
1.618 5.359
2.618 5.148
4.250 4.803
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 5.806 5.885
PP 5.782 5.835
S1 5.759 5.786

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

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