NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 5.600 5.749 0.149 2.7% 5.596
High 5.804 5.786 -0.018 -0.3% 5.804
Low 5.594 5.604 0.010 0.2% 5.431
Close 5.750 5.663 -0.087 -1.5% 5.750
Range 0.210 0.182 -0.028 -13.3% 0.373
ATR 0.261 0.255 -0.006 -2.2% 0.000
Volume 67,116 85,156 18,040 26.9% 263,979
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.230 6.129 5.763
R3 6.048 5.947 5.713
R2 5.866 5.866 5.696
R1 5.765 5.765 5.680 5.725
PP 5.684 5.684 5.684 5.664
S1 5.583 5.583 5.646 5.543
S2 5.502 5.502 5.630
S3 5.320 5.401 5.613
S4 5.138 5.219 5.563
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.781 6.638 5.955
R3 6.408 6.265 5.853
R2 6.035 6.035 5.818
R1 5.892 5.892 5.784 5.964
PP 5.662 5.662 5.662 5.697
S1 5.519 5.519 5.716 5.591
S2 5.289 5.289 5.682
S3 4.916 5.146 5.647
S4 4.543 4.773 5.545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.804 5.431 0.373 6.6% 0.201 3.5% 62% False False 69,827
10 5.804 5.327 0.477 8.4% 0.238 4.2% 70% False False 69,250
20 6.027 5.327 0.700 12.4% 0.249 4.4% 48% False False 49,289
40 6.027 4.550 1.477 26.1% 0.258 4.5% 75% False False 40,964
60 6.027 4.550 1.477 26.1% 0.237 4.2% 75% False False 31,259
80 6.242 4.550 1.692 29.9% 0.231 4.1% 66% False False 25,474
100 6.242 4.550 1.692 29.9% 0.227 4.0% 66% False False 21,513
120 6.242 4.550 1.692 29.9% 0.208 3.7% 66% False False 18,473
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.060
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.560
2.618 6.262
1.618 6.080
1.000 5.968
0.618 5.898
HIGH 5.786
0.618 5.716
0.500 5.695
0.382 5.674
LOW 5.604
0.618 5.492
1.000 5.422
1.618 5.310
2.618 5.128
4.250 4.831
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 5.695 5.651
PP 5.684 5.640
S1 5.674 5.628

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

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