NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 5.576 5.485 -0.091 -1.6% 5.705
High 5.625 5.605 -0.020 -0.4% 6.108
Low 5.371 5.354 -0.017 -0.3% 5.615
Close 5.454 5.591 0.137 2.5% 5.749
Range 0.254 0.251 -0.003 -1.2% 0.493
ATR 0.291 0.288 -0.003 -1.0% 0.000
Volume 101,153 120,791 19,638 19.4% 513,483
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.270 6.181 5.729
R3 6.019 5.930 5.660
R2 5.768 5.768 5.637
R1 5.679 5.679 5.614 5.724
PP 5.517 5.517 5.517 5.539
S1 5.428 5.428 5.568 5.473
S2 5.266 5.266 5.545
S3 5.015 5.177 5.522
S4 4.764 4.926 5.453
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.303 7.019 6.020
R3 6.810 6.526 5.885
R2 6.317 6.317 5.839
R1 6.033 6.033 5.794 6.175
PP 5.824 5.824 5.824 5.895
S1 5.540 5.540 5.704 5.682
S2 5.331 5.331 5.659
S3 4.838 5.047 5.613
S4 4.345 4.554 5.478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.108 5.354 0.754 13.5% 0.301 5.4% 31% False True 119,432
10 6.108 5.354 0.754 13.5% 0.276 4.9% 31% False True 89,302
20 6.108 5.262 0.846 15.1% 0.261 4.7% 39% False False 73,929
40 6.108 4.520 1.588 28.4% 0.264 4.7% 67% False False 51,442
60 6.300 4.520 1.780 31.8% 0.245 4.4% 60% False False 37,607
80 6.300 4.520 1.780 31.8% 0.236 4.2% 60% False False 29,467
100 6.300 4.520 1.780 31.8% 0.225 4.0% 60% False False 24,105
120 6.300 4.520 1.780 31.8% 0.211 3.8% 60% False False 20,355
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 0.064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.672
2.618 6.262
1.618 6.011
1.000 5.856
0.618 5.760
HIGH 5.605
0.618 5.509
0.500 5.480
0.382 5.450
LOW 5.354
0.618 5.199
1.000 5.103
1.618 4.948
2.618 4.697
4.250 4.287
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 5.554 5.604
PP 5.517 5.599
S1 5.480 5.595

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

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