NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 5.487 5.658 0.171 3.1% 5.640
High 5.736 5.869 0.133 2.3% 5.869
Low 5.480 5.650 0.170 3.1% 5.444
Close 5.615 5.819 0.204 3.6% 5.819
Range 0.256 0.219 -0.037 -14.5% 0.425
ATR 0.275 0.274 -0.002 -0.6% 0.000
Volume 72,278 115,564 43,286 59.9% 443,575
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.436 6.347 5.939
R3 6.217 6.128 5.879
R2 5.998 5.998 5.859
R1 5.909 5.909 5.839 5.954
PP 5.779 5.779 5.779 5.802
S1 5.690 5.690 5.799 5.735
S2 5.560 5.560 5.779
S3 5.341 5.471 5.759
S4 5.122 5.252 5.699
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.986 6.827 6.053
R3 6.561 6.402 5.936
R2 6.136 6.136 5.897
R1 5.977 5.977 5.858 6.057
PP 5.711 5.711 5.711 5.750
S1 5.552 5.552 5.780 5.632
S2 5.286 5.286 5.741
S3 4.861 5.127 5.702
S4 4.436 4.702 5.585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.869 5.444 0.425 7.3% 0.218 3.8% 88% True False 120,873
10 5.869 5.354 0.515 8.9% 0.250 4.3% 90% True False 122,974
20 6.108 5.354 0.754 13.0% 0.265 4.5% 62% False False 94,689
40 6.108 4.520 1.588 27.3% 0.272 4.7% 82% False False 70,338
60 6.108 4.520 1.588 27.3% 0.249 4.3% 82% False False 51,393
80 6.300 4.520 1.780 30.6% 0.243 4.2% 73% False False 40,134
100 6.300 4.520 1.780 30.6% 0.235 4.0% 73% False False 32,663
120 6.300 4.520 1.780 30.6% 0.216 3.7% 73% False False 27,538
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 0.056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.800
2.618 6.442
1.618 6.223
1.000 6.088
0.618 6.004
HIGH 5.869
0.618 5.785
0.500 5.760
0.382 5.734
LOW 5.650
0.618 5.515
1.000 5.431
1.618 5.296
2.618 5.077
4.250 4.719
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 5.799 5.768
PP 5.779 5.717
S1 5.760 5.667

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

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