NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 5.485 5.588 0.103 1.9% 5.705
High 5.605 5.785 0.180 3.2% 6.108
Low 5.354 5.432 0.078 1.5% 5.615
Close 5.591 5.733 0.142 2.5% 5.749
Range 0.251 0.353 0.102 40.6% 0.493
ATR 0.288 0.293 0.005 1.6% 0.000
Volume 120,791 109,931 -10,860 -9.0% 513,483
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.709 6.574 5.927
R3 6.356 6.221 5.830
R2 6.003 6.003 5.798
R1 5.868 5.868 5.765 5.936
PP 5.650 5.650 5.650 5.684
S1 5.515 5.515 5.701 5.583
S2 5.297 5.297 5.668
S3 4.944 5.162 5.636
S4 4.591 4.809 5.539
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 13.2% 0.287 5.0% 50% False False 121,519
10 6.108 5.354 0.754 13.2% 0.289 5.0% 50% False False 95,631
20 6.108 5.354 0.754 13.2% 0.269 4.7% 50% False False 76,854
40 6.108 4.520 1.588 27.7% 0.269 4.7% 76% False False 53,638
60 6.300 4.520 1.780 31.0% 0.246 4.3% 68% False False 39,333
80 6.300 4.520 1.780 31.0% 0.238 4.1% 68% False False 30,806
100 6.300 4.520 1.780 31.0% 0.227 4.0% 68% False False 25,197
120 6.300 4.520 1.780 31.0% 0.211 3.7% 68% False False 21,258
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 0.074
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7.285
2.618 6.709
1.618 6.356
1.000 6.138
0.618 6.003
HIGH 5.785
0.618 5.650
0.500 5.609
0.382 5.567
LOW 5.432
0.618 5.214
1.000 5.079
1.618 4.861
2.618 4.508
4.250 3.932
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 5.692 5.679
PP 5.650 5.624
S1 5.609 5.570

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

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