NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 5.569 5.452 -0.117 -2.1% 5.534
High 5.600 5.675 0.075 1.3% 5.769
Low 5.440 5.452 0.012 0.2% 5.327
Close 5.467 5.568 0.101 1.8% 5.671
Range 0.160 0.223 0.063 39.4% 0.442
ATR 0.266 0.263 -0.003 -1.1% 0.000
Volume 86,171 40,131 -46,040 -53.4% 343,374
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.234 6.124 5.691
R3 6.011 5.901 5.629
R2 5.788 5.788 5.609
R1 5.678 5.678 5.588 5.733
PP 5.565 5.565 5.565 5.593
S1 5.455 5.455 5.548 5.510
S2 5.342 5.342 5.527
S3 5.119 5.232 5.507
S4 4.896 5.009 5.445
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.915 6.735 5.914
R3 6.473 6.293 5.793
R2 6.031 6.031 5.752
R1 5.851 5.851 5.712 5.941
PP 5.589 5.589 5.589 5.634
S1 5.409 5.409 5.630 5.499
S2 5.147 5.147 5.590
S3 4.705 4.967 5.549
S4 4.263 4.525 5.428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.769 5.431 0.338 6.1% 0.226 4.1% 41% False False 76,402
10 6.027 5.327 0.700 12.6% 0.253 4.5% 34% False False 65,341
20 6.027 5.327 0.700 12.6% 0.253 4.5% 34% False False 44,315
40 6.027 4.550 1.477 26.5% 0.257 4.6% 69% False False 37,728
60 6.027 4.550 1.477 26.5% 0.237 4.3% 69% False False 28,996
80 6.242 4.550 1.692 30.4% 0.231 4.2% 60% False False 23,681
100 6.242 4.550 1.692 30.4% 0.225 4.0% 60% False False 20,061
120 6.242 4.550 1.692 30.4% 0.208 3.7% 60% False False 17,252
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.067
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.623
2.618 6.259
1.618 6.036
1.000 5.898
0.618 5.813
HIGH 5.675
0.618 5.590
0.500 5.564
0.382 5.537
LOW 5.452
0.618 5.314
1.000 5.229
1.618 5.091
2.618 4.868
4.250 4.504
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 5.567 5.563
PP 5.565 5.558
S1 5.564 5.553

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

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