NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 5.495 5.414 -0.081 -1.5% 5.661
High 5.580 5.524 -0.056 -1.0% 5.930
Low 5.331 5.312 -0.019 -0.4% 5.546
Close 5.405 5.520 0.115 2.1% 5.664
Range 0.249 0.212 -0.037 -14.9% 0.384
ATR 0.252 0.249 -0.003 -1.1% 0.000
Volume 23,034 29,303 6,269 27.2% 121,377
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.088 6.016 5.637
R3 5.876 5.804 5.578
R2 5.664 5.664 5.559
R1 5.592 5.592 5.539 5.628
PP 5.452 5.452 5.452 5.470
S1 5.380 5.380 5.501 5.416
S2 5.240 5.240 5.481
S3 5.028 5.168 5.462
S4 4.816 4.956 5.403
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.865 6.649 5.875
R3 6.481 6.265 5.770
R2 6.097 6.097 5.734
R1 5.881 5.881 5.699 5.989
PP 5.713 5.713 5.713 5.768
S1 5.497 5.497 5.629 5.605
S2 5.329 5.329 5.594
S3 4.945 5.113 5.558
S4 4.561 4.729 5.453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.930 5.312 0.618 11.2% 0.251 4.5% 34% False True 27,923
10 5.940 5.312 0.628 11.4% 0.235 4.2% 33% False True 20,967
20 5.940 5.312 0.628 11.4% 0.221 4.0% 33% False True 19,432
40 5.940 4.595 1.345 24.4% 0.229 4.2% 69% False False 17,184
60 6.180 4.595 1.585 28.7% 0.213 3.9% 58% False False 14,310
80 6.180 4.595 1.585 28.7% 0.205 3.7% 58% False False 12,405
100 6.180 4.595 1.585 28.7% 0.198 3.6% 58% False False 10,682
120 6.180 4.595 1.585 28.7% 0.185 3.4% 58% False False 9,275
Crabel Price Patterns
NR True
NR4 False
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 0.052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.425
2.618 6.079
1.618 5.867
1.000 5.736
0.618 5.655
HIGH 5.524
0.618 5.443
0.500 5.418
0.382 5.393
LOW 5.312
0.618 5.181
1.000 5.100
1.618 4.969
2.618 4.757
4.250 4.411
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 5.486 5.527
PP 5.452 5.524
S1 5.418 5.522

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

View Archives - Comment on this page... - Back to Index of Symbols