NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 5.821 5.707 -0.114 -2.0% 5.640
High 5.854 5.721 -0.133 -2.3% 5.869
Low 5.671 5.434 -0.237 -4.2% 5.444
Close 5.722 5.485 -0.237 -4.1% 5.819
Range 0.183 0.287 0.104 56.8% 0.425
ATR 0.267 0.269 0.001 0.5% 0.000
Volume 104,038 85,294 -18,744 -18.0% 443,575
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.408 6.233 5.643
R3 6.121 5.946 5.564
R2 5.834 5.834 5.538
R1 5.659 5.659 5.511 5.603
PP 5.547 5.547 5.547 5.519
S1 5.372 5.372 5.459 5.316
S2 5.260 5.260 5.432
S3 4.973 5.085 5.406
S4 4.686 4.798 5.327
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 5.434 0.435 7.9% 0.221 4.0% 12% False True 105,500
10 5.869 5.354 0.515 9.4% 0.249 4.5% 25% False False 118,280
20 6.108 5.354 0.754 13.7% 0.260 4.7% 17% False False 99,463
40 6.108 4.520 1.588 29.0% 0.268 4.9% 61% False False 74,017
60 6.108 4.520 1.588 29.0% 0.250 4.6% 61% False False 54,344
80 6.300 4.520 1.780 32.5% 0.243 4.4% 54% False False 42,408
100 6.300 4.520 1.780 32.5% 0.237 4.3% 54% False False 34,516
120 6.300 4.520 1.780 32.5% 0.217 3.9% 54% False False 29,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.941
2.618 6.472
1.618 6.185
1.000 6.008
0.618 5.898
HIGH 5.721
0.618 5.611
0.500 5.578
0.382 5.544
LOW 5.434
0.618 5.257
1.000 5.147
1.618 4.970
2.618 4.683
4.250 4.214
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 5.578 5.652
PP 5.547 5.596
S1 5.516 5.541

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

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