NYMEX Natural Gas Future April 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 5.760 5.584 -0.176 -3.1% 5.725
High 5.781 5.910 0.129 2.2% 5.940
Low 5.547 5.580 0.033 0.6% 5.462
Close 5.563 5.861 0.298 5.4% 5.505
Range 0.234 0.330 0.096 41.0% 0.478
ATR 0.241 0.248 0.008 3.2% 0.000
Volume 16,704 17,779 1,075 6.4% 48,351
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.774 6.647 6.043
R3 6.444 6.317 5.952
R2 6.114 6.114 5.922
R1 5.987 5.987 5.891 6.051
PP 5.784 5.784 5.784 5.815
S1 5.657 5.657 5.831 5.721
S2 5.454 5.454 5.801
S3 5.124 5.327 5.770
S4 4.794 4.997 5.680
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.070 6.765 5.768
R3 6.592 6.287 5.636
R2 6.114 6.114 5.593
R1 5.809 5.809 5.549 5.723
PP 5.636 5.636 5.636 5.592
S1 5.331 5.331 5.461 5.245
S2 5.158 5.158 5.417
S3 4.680 4.853 5.374
S4 4.202 4.375 5.242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.910 5.462 0.448 7.6% 0.248 4.2% 89% True False 14,511
10 5.940 5.462 0.478 8.2% 0.231 3.9% 83% False False 14,488
20 5.940 4.971 0.969 16.5% 0.229 3.9% 92% False False 18,397
40 5.940 4.595 1.345 22.9% 0.222 3.8% 94% False False 15,130
60 6.180 4.595 1.585 27.0% 0.211 3.6% 80% False False 12,763
80 6.180 4.595 1.585 27.0% 0.205 3.5% 80% False False 11,177
100 6.180 4.595 1.585 27.0% 0.192 3.3% 80% False False 9,559
120 6.180 4.595 1.585 27.0% 0.182 3.1% 80% False False 8,338
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 0.040
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 7.313
2.618 6.774
1.618 6.444
1.000 6.240
0.618 6.114
HIGH 5.910
0.618 5.784
0.500 5.745
0.382 5.706
LOW 5.580
0.618 5.376
1.000 5.250
1.618 5.046
2.618 4.716
4.250 4.178
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 5.822 5.817
PP 5.784 5.773
S1 5.745 5.729

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

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