NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 5.640 5.595 -0.045 -0.8% 5.576
High 5.687 5.625 -0.062 -1.1% 5.804
Low 5.444 5.464 0.020 0.4% 5.354
Close 5.557 5.496 -0.061 -1.1% 5.691
Range 0.243 0.161 -0.082 -33.7% 0.450
ATR 0.286 0.277 -0.009 -3.1% 0.000
Volume 105,406 150,327 44,921 42.6% 651,055
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.011 5.915 5.585
R3 5.850 5.754 5.540
R2 5.689 5.689 5.526
R1 5.593 5.593 5.511 5.561
PP 5.528 5.528 5.528 5.512
S1 5.432 5.432 5.481 5.400
S2 5.367 5.367 5.466
S3 5.206 5.271 5.452
S4 5.045 5.110 5.407
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 5.432 0.372 6.8% 0.258 4.7% 17% False False 136,968
10 6.108 5.354 0.754 13.7% 0.280 5.1% 19% False False 128,200
20 6.108 5.354 0.754 13.7% 0.268 4.9% 19% False False 90,750
40 6.108 4.520 1.588 28.9% 0.270 4.9% 61% False False 66,375
60 6.108 4.520 1.588 28.9% 0.249 4.5% 61% False False 48,479
80 6.300 4.520 1.780 32.4% 0.241 4.4% 55% False False 37,856
100 6.300 4.520 1.780 32.4% 0.233 4.2% 55% False False 30,836
120 6.300 4.520 1.780 32.4% 0.215 3.9% 55% False False 26,012
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.066
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 6.309
2.618 6.046
1.618 5.885
1.000 5.786
0.618 5.724
HIGH 5.625
0.618 5.563
0.500 5.545
0.382 5.526
LOW 5.464
0.618 5.365
1.000 5.303
1.618 5.204
2.618 5.043
4.250 4.780
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 5.545 5.588
PP 5.528 5.557
S1 5.512 5.527

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

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