NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 5.414 5.510 0.096 1.8% 5.661
High 5.524 5.710 0.186 3.4% 5.930
Low 5.312 5.377 0.065 1.2% 5.546
Close 5.520 5.668 0.148 2.7% 5.664
Range 0.212 0.333 0.121 57.1% 0.384
ATR 0.249 0.255 0.006 2.4% 0.000
Volume 29,303 25,562 -3,741 -12.8% 121,377
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.584 6.459 5.851
R3 6.251 6.126 5.760
R2 5.918 5.918 5.729
R1 5.793 5.793 5.699 5.856
PP 5.585 5.585 5.585 5.616
S1 5.460 5.460 5.637 5.523
S2 5.252 5.252 5.607
S3 4.919 5.127 5.576
S4 4.586 4.794 5.485
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 10.9% 0.252 4.4% 58% False False 29,480
10 5.930 5.312 0.618 10.9% 0.250 4.4% 58% False False 21,996
20 5.940 5.312 0.628 11.1% 0.229 4.0% 57% False False 19,824
40 5.940 4.595 1.345 23.7% 0.234 4.1% 80% False False 17,557
60 6.180 4.595 1.585 28.0% 0.214 3.8% 68% False False 14,632
80 6.180 4.595 1.585 28.0% 0.206 3.6% 68% False False 12,663
100 6.180 4.595 1.585 28.0% 0.201 3.5% 68% False False 10,919
120 6.180 4.595 1.585 28.0% 0.187 3.3% 68% False False 9,458
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 0.063
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 7.125
2.618 6.582
1.618 6.249
1.000 6.043
0.618 5.916
HIGH 5.710
0.618 5.583
0.500 5.544
0.382 5.504
LOW 5.377
0.618 5.171
1.000 5.044
1.618 4.838
2.618 4.505
4.250 3.962
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 5.627 5.616
PP 5.585 5.563
S1 5.544 5.511

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

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