NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 5.971 6.075 0.104 1.7% 6.049
High 5.987 6.080 0.093 1.6% 6.110
Low 5.811 5.927 0.116 2.0% 5.726
Close 5.820 6.075 0.255 4.4% 5.765
Range 0.176 0.153 -0.023 -13.1% 0.384
ATR 0.210 0.213 0.004 1.7% 0.000
Volume 2,849 2,316 -533 -18.7% 10,842
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.486 6.434 6.159
R3 6.333 6.281 6.117
R2 6.180 6.180 6.103
R1 6.128 6.128 6.089 6.152
PP 6.027 6.027 6.027 6.039
S1 5.975 5.975 6.061 5.999
S2 5.874 5.874 6.047
S3 5.721 5.822 6.033
S4 5.568 5.669 5.991
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.019 6.776 5.976
R3 6.635 6.392 5.871
R2 6.251 6.251 5.835
R1 6.008 6.008 5.800 5.938
PP 5.867 5.867 5.867 5.832
S1 5.624 5.624 5.730 5.554
S2 5.483 5.483 5.695
S3 5.099 5.240 5.659
S4 4.715 4.856 5.554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.080 5.726 0.354 5.8% 0.179 3.0% 99% True False 2,492
10 6.110 5.726 0.384 6.3% 0.165 2.7% 91% False False 2,560
20 6.110 5.320 0.790 13.0% 0.179 3.0% 96% False False 3,019
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.730
2.618 6.481
1.618 6.328
1.000 6.233
0.618 6.175
HIGH 6.080
0.618 6.022
0.500 6.004
0.382 5.985
LOW 5.927
0.618 5.832
1.000 5.774
1.618 5.679
2.618 5.526
4.250 5.277
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 6.051 6.032
PP 6.027 5.989
S1 6.004 5.946

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

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