NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 5.800 5.652 -0.148 -2.6% 5.804
High 5.821 6.000 0.179 3.1% 5.992
Low 5.574 5.617 0.043 0.8% 5.472
Close 5.593 5.941 0.348 6.2% 5.532
Range 0.247 0.383 0.136 55.1% 0.520
ATR 0.259 0.270 0.011 4.1% 0.000
Volume 31,238 36,431 5,193 16.6% 66,220
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.002 6.854 6.152
R3 6.619 6.471 6.046
R2 6.236 6.236 6.011
R1 6.088 6.088 5.976 6.162
PP 5.853 5.853 5.853 5.890
S1 5.705 5.705 5.906 5.779
S2 5.470 5.470 5.871
S3 5.087 5.322 5.836
S4 4.704 4.939 5.730
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.225 6.899 5.818
R3 6.705 6.379 5.675
R2 6.185 6.185 5.627
R1 5.859 5.859 5.580 5.762
PP 5.665 5.665 5.665 5.617
S1 5.339 5.339 5.484 5.242
S2 5.145 5.145 5.437
S3 4.625 4.819 5.389
S4 4.105 4.299 5.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.000 5.472 0.528 8.9% 0.279 4.7% 89% True False 25,199
10 6.000 5.472 0.528 8.9% 0.252 4.2% 89% True False 23,289
20 6.000 4.937 1.063 17.9% 0.251 4.2% 94% True False 34,115
40 6.000 4.550 1.450 24.4% 0.240 4.0% 96% True False 24,759
60 6.242 4.550 1.692 28.5% 0.232 3.9% 82% False False 19,439
80 6.242 4.550 1.692 28.5% 0.225 3.8% 82% False False 16,292
100 6.242 4.550 1.692 28.5% 0.209 3.5% 82% False False 13,873
120 6.242 4.550 1.692 28.5% 0.200 3.4% 82% False False 12,058
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 False
Bear Hook False
Bull Hook False
Stretch 0.060
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 7.628
2.618 7.003
1.618 6.620
1.000 6.383
0.618 6.237
HIGH 6.000
0.618 5.854
0.500 5.809
0.382 5.763
LOW 5.617
0.618 5.380
1.000 5.234
1.618 4.997
2.618 4.614
4.250 3.989
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 5.897 5.890
PP 5.853 5.838
S1 5.809 5.787

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

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