NYMEX Natural Gas Future February 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	5.754	5.587	-0.167	-2.9%	5.576
High	5.804	5.732	-0.072	-1.2%	5.804
Low	5.483	5.519	0.036	0.7%	5.354
Close	5.588	5.691	0.103	1.8%	5.691
Range	0.321	0.213	-0.108	-33.6%	0.450
ATR	0.295	0.289	-0.006	-2.0%	0.000
Volume	158,387	160,793	2,406	1.5%	651,055

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.286	6.202	5.808
R3	6.073	5.989	5.750
R2	5.860	5.860	5.730
R1	5.776	5.776	5.711	5.818
PP	5.647	5.647	5.647	5.669
S1	5.563	5.563	5.671	5.605
S2	5.434	5.434	5.652
S3	5.221	5.350	5.632
S4	5.008	5.137	5.574

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.966	6.779	5.939
R3	6.516	6.329	5.815
R2	6.066	6.066	5.774
R1	5.879	5.879	5.732	5.973
PP	5.616	5.616	5.616	5.663
S1	5.429	5.429	5.650	5.523
S2	5.166	5.166	5.609
S3	4.716	4.979	5.567
S4	4.266	4.529	5.444

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.804	5.354	0.450	7.9%	0.278	4.9%	75%	False	False	130,211
10	6.108	5.354	0.754	13.2%	0.283	5.0%	45%	False	False	116,453
20	6.108	5.354	0.754	13.2%	0.278	4.9%	45%	False	False	86,428
40	6.108	4.520	1.588	27.9%	0.272	4.8%	74%	False	False	60,820
60	6.300	4.520	1.780	31.3%	0.249	4.4%	66%	False	False	44,475
80	6.300	4.520	1.780	31.3%	0.240	4.2%	66%	False	False	34,740
100	6.300	4.520	1.780	31.3%	0.230	4.0%	66%	False	False	28,325
120	6.300	4.520	1.780	31.3%	0.214	3.8%	66%	False	False	23,901

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.061
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	6.637
2.618	6.290
1.618	6.077
1.000	5.945
0.618	5.864
HIGH	5.732
0.618	5.651
0.500	5.626
0.382	5.600
LOW	5.519
0.618	5.387
1.000	5.306
1.618	5.174
2.618	4.961
4.250	4.614

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	5.669	5.667
PP	5.647	5.642
S1	5.626	5.618

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