NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 07-Jan-2010

Day Change Summary
	Previous	Current
	06-Jan-2010	07-Jan-2010	Change	Change %	Previous Week
Open	5.584	5.870	0.286	5.1%	5.725
High	5.910	5.930	0.020	0.3%	5.940
Low	5.580	5.661	0.081	1.5%	5.462
Close	5.861	5.704	-0.157	-2.7%	5.505
Range	0.330	0.269	-0.061	-18.5%	0.478
ATR	0.248	0.250	0.001	0.6%	0.000
Volume	17,779	37,371	19,592	110.2%	48,351

Daily Pivots for day following 07-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.572	6.407	5.852
R3	6.303	6.138	5.778
R2	6.034	6.034	5.753
R1	5.869	5.869	5.729	5.817
PP	5.765	5.765	5.765	5.739
S1	5.600	5.600	5.679	5.548
S2	5.496	5.496	5.655
S3	5.227	5.331	5.630
S4	4.958	5.062	5.556

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.070	6.765	5.768
R3	6.592	6.287	5.636
R2	6.114	6.114	5.593
R1	5.809	5.809	5.549	5.723
PP	5.636	5.636	5.636	5.592
S1	5.331	5.331	5.461	5.245
S2	5.158	5.158	5.417
S3	4.680	4.853	5.374
S4	4.202	4.375	5.242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.930	5.462	0.468	8.2%	0.260	4.6%	52%	True	False	19,808
10	5.940	5.462	0.478	8.4%	0.238	4.2%	51%	False	False	16,750
20	5.940	4.971	0.969	17.0%	0.236	4.1%	76%	False	False	19,102
40	5.940	4.595	1.345	23.6%	0.224	3.9%	82%	False	False	15,822
60	6.180	4.595	1.585	27.8%	0.214	3.7%	70%	False	False	13,294
80	6.180	4.595	1.585	27.8%	0.205	3.6%	70%	False	False	11,562
100	6.180	4.595	1.585	27.8%	0.194	3.4%	70%	False	False	9,905
120	6.180	4.595	1.585	27.8%	0.183	3.2%	70%	False	False	8,625

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7.073
2.618	6.634
1.618	6.365
1.000	6.199
0.618	6.096
HIGH	5.930
0.618	5.827
0.500	5.796
0.382	5.764
LOW	5.661
0.618	5.495
1.000	5.392
1.618	5.226
2.618	4.957
4.250	4.518

Fisher Pivots for day following 07-Jan-2010
Pivot	1 day	3 day
R1	5.796	5.739
PP	5.765	5.727
S1	5.735	5.716

Download as Excel Spreadsheet

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

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