NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 5.230 5.190 -0.040 -0.8% 5.749
High 5.258 5.285 0.027 0.5% 5.786
Low 5.060 5.094 0.034 0.7% 5.060
Close 5.138 5.131 -0.007 -0.1% 5.131
Range 0.198 0.191 -0.007 -3.5% 0.726
ATR 0.253 0.249 -0.004 -1.8% 0.000
Volume 109,503 107,007 -2,496 -2.3% 466,919
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.743 5.628 5.236
R3 5.552 5.437 5.184
R2 5.361 5.361 5.166
R1 5.246 5.246 5.149 5.208
PP 5.170 5.170 5.170 5.151
S1 5.055 5.055 5.113 5.017
S2 4.979 4.979 5.096
S3 4.788 4.864 5.078
S4 4.597 4.673 5.026
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.504 7.043 5.530
R3 6.778 6.317 5.331
R2 6.052 6.052 5.264
R1 5.591 5.591 5.198 5.459
PP 5.326 5.326 5.326 5.259
S1 4.865 4.865 5.064 4.733
S2 4.600 4.600 4.998
S3 3.874 4.139 4.931
S4 3.148 3.413 4.732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.786 5.060 0.726 14.1% 0.223 4.3% 10% False False 93,383
10 5.804 5.060 0.744 14.5% 0.214 4.2% 10% False False 82,488
20 6.027 5.060 0.967 18.8% 0.251 4.9% 7% False False 64,783
40 6.027 4.550 1.477 28.8% 0.247 4.8% 39% False False 48,812
60 6.027 4.550 1.477 28.8% 0.237 4.6% 39% False False 37,050
80 6.242 4.550 1.692 33.0% 0.231 4.5% 34% False False 29,882
100 6.242 4.550 1.692 33.0% 0.230 4.5% 34% False False 25,136
120 6.242 4.550 1.692 33.0% 0.210 4.1% 34% False False 21,513
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.097
2.618 5.785
1.618 5.594
1.000 5.476
0.618 5.403
HIGH 5.285
0.618 5.212
0.500 5.190
0.382 5.167
LOW 5.094
0.618 4.976
1.000 4.903
1.618 4.785
2.618 4.594
4.250 4.282
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 5.190 5.250
PP 5.170 5.210
S1 5.151 5.171

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

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