NYMEX Natural Gas Future March 2010

Trading Metrics calculated at close of trading on 11-Jan-2010

Day Change Summary
	Previous	Current
	08-Jan-2010	11-Jan-2010	Change	Change %	Previous Week
Open	5.763	5.534	-0.229	-4.0%	5.677
High	5.810	5.611	-0.199	-3.4%	6.027
Low	5.586	5.350	-0.236	-4.2%	5.574
Close	5.712	5.432	-0.280	-4.9%	5.712
Range	0.224	0.261	0.037	16.5%	0.453
ATR	0.270	0.276	0.007	2.4%	0.000
Volume	50,039	46,022	-4,017	-8.0%	205,216

Daily Pivots for day following 11-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.247	6.101	5.576
R3	5.986	5.840	5.504
R2	5.725	5.725	5.480
R1	5.579	5.579	5.456	5.522
PP	5.464	5.464	5.464	5.436
S1	5.318	5.318	5.408	5.261
S2	5.203	5.203	5.384
S3	4.942	5.057	5.360
S4	4.681	4.796	5.288

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	7.130	6.874	5.961
R3	6.677	6.421	5.837
R2	6.224	6.224	5.795
R1	5.968	5.968	5.754	6.096
PP	5.771	5.771	5.771	5.835
S1	5.515	5.515	5.670	5.643
S2	5.318	5.318	5.629
S3	4.865	5.062	5.587
S4	4.412	4.609	5.463

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.027	5.350	0.677	12.5%	0.287	5.3%	12%	False	True	45,374
10	6.027	5.350	0.677	12.5%	0.258	4.7%	12%	False	True	31,745
20	6.027	5.235	0.792	14.6%	0.245	4.5%	25%	False	False	33,463
40	6.027	4.550	1.477	27.2%	0.248	4.6%	60%	False	False	27,589
60	6.242	4.550	1.692	31.1%	0.233	4.3%	52%	False	False	21,640
80	6.242	4.550	1.692	31.1%	0.226	4.2%	52%	False	False	18,016
100	6.242	4.550	1.692	31.1%	0.215	4.0%	52%	False	False	15,373
120	6.242	4.550	1.692	31.1%	0.203	3.7%	52%	False	False	13,299

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.055
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.720
2.618	6.294
1.618	6.033
1.000	5.872
0.618	5.772
HIGH	5.611
0.618	5.511
0.500	5.481
0.382	5.450
LOW	5.350
0.618	5.189
1.000	5.089
1.618	4.928
2.618	4.667
4.250	4.241

Fisher Pivots for day following 11-Jan-2010
Pivot	1 day	3 day
R1	5.481	5.689
PP	5.464	5.603
S1	5.448	5.518

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