NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 5.588 5.754 0.166 3.0% 5.705
High 5.785 5.804 0.019 0.3% 6.108
Low 5.432 5.483 0.051 0.9% 5.615
Close 5.733 5.588 -0.145 -2.5% 5.749
Range 0.353 0.321 -0.032 -9.1% 0.493
ATR 0.293 0.295 0.002 0.7% 0.000
Volume 109,931 158,387 48,456 44.1% 513,483
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.588 6.409 5.765
R3 6.267 6.088 5.676
R2 5.946 5.946 5.647
R1 5.767 5.767 5.617 5.696
PP 5.625 5.625 5.625 5.590
S1 5.446 5.446 5.559 5.375
S2 5.304 5.304 5.529
S3 4.983 5.125 5.500
S4 4.662 4.804 5.411
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 5.853 5.354 0.499 8.9% 0.282 5.1% 47% False False 125,075
10 6.108 5.354 0.754 13.5% 0.298 5.3% 31% False False 105,984
20 6.108 5.354 0.754 13.5% 0.275 4.9% 31% False False 82,627
40 6.108 4.520 1.588 28.4% 0.271 4.8% 67% False False 57,179
60 6.300 4.520 1.780 31.9% 0.248 4.4% 60% False False 41,871
80 6.300 4.520 1.780 31.9% 0.240 4.3% 60% False False 32,757
100 6.300 4.520 1.780 31.9% 0.230 4.1% 60% False False 26,759
120 6.300 4.520 1.780 31.9% 0.213 3.8% 60% False False 22,566
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 0.070
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.168
2.618 6.644
1.618 6.323
1.000 6.125
0.618 6.002
HIGH 5.804
0.618 5.681
0.500 5.644
0.382 5.606
LOW 5.483
0.618 5.285
1.000 5.162
1.618 4.964
2.618 4.643
4.250 4.119
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 5.644 5.585
PP 5.625 5.582
S1 5.607 5.579

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

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