NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 5.510 5.667 0.157 2.8% 5.661
High 5.710 5.720 0.010 0.2% 5.930
Low 5.377 5.435 0.058 1.1% 5.546
Close 5.668 5.540 -0.128 -2.3% 5.664
Range 0.333 0.285 -0.048 -14.4% 0.384
ATR 0.255 0.257 0.002 0.8% 0.000
Volume 25,562 33,893 8,331 32.6% 121,377
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.420 6.265 5.697
R3 6.135 5.980 5.618
R2 5.850 5.850 5.592
R1 5.695 5.695 5.566 5.630
PP 5.565 5.565 5.565 5.533
S1 5.410 5.410 5.514 5.345
S2 5.280 5.280 5.488
S3 4.995 5.125 5.462
S4 4.710 4.840 5.383
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 5.741 5.312 0.429 7.7% 0.255 4.6% 53% False False 28,784
10 5.930 5.312 0.618 11.2% 0.257 4.6% 37% False False 24,296
20 5.940 5.312 0.628 11.3% 0.237 4.3% 36% False False 20,712
40 5.940 4.595 1.345 24.3% 0.236 4.3% 70% False False 18,152
60 6.180 4.595 1.585 28.6% 0.216 3.9% 60% False False 15,062
80 6.180 4.595 1.585 28.6% 0.208 3.8% 60% False False 13,028
100 6.180 4.595 1.585 28.6% 0.203 3.7% 60% False False 11,237
120 6.180 4.595 1.585 28.6% 0.188 3.4% 60% False False 9,706
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 0.062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.931
2.618 6.466
1.618 6.181
1.000 6.005
0.618 5.896
HIGH 5.720
0.618 5.611
0.500 5.578
0.382 5.544
LOW 5.435
0.618 5.259
1.000 5.150
1.618 4.974
2.618 4.689
4.250 4.224
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 5.578 5.532
PP 5.565 5.524
S1 5.553 5.516

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

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