NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 5.667 5.532 -0.135 -2.4% 5.495
High 5.720 5.665 -0.055 -1.0% 5.720
Low 5.435 5.471 0.036 0.7% 5.312
Close 5.540 5.636 0.096 1.7% 5.636
Range 0.285 0.194 -0.091 -31.9% 0.408
ATR 0.257 0.253 -0.005 -1.8% 0.000
Volume 33,893 33,628 -265 -0.8% 145,420
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.173 6.098 5.743
R3 5.979 5.904 5.689
R2 5.785 5.785 5.672
R1 5.710 5.710 5.654 5.748
PP 5.591 5.591 5.591 5.609
S1 5.516 5.516 5.618 5.554
S2 5.397 5.397 5.600
S3 5.203 5.322 5.583
S4 5.009 5.128 5.529
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.780 6.616 5.860
R3 6.372 6.208 5.748
R2 5.964 5.964 5.711
R1 5.800 5.800 5.673 5.882
PP 5.556 5.556 5.556 5.597
S1 5.392 5.392 5.599 5.474
S2 5.148 5.148 5.561
S3 4.740 4.984 5.524
S4 4.332 4.576 5.412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.720 5.312 0.408 7.2% 0.255 4.5% 79% False False 29,084
10 5.930 5.312 0.618 11.0% 0.245 4.3% 52% False False 26,679
20 5.940 5.312 0.628 11.1% 0.240 4.3% 52% False False 21,492
40 5.940 4.595 1.345 23.9% 0.237 4.2% 77% False False 18,743
60 6.180 4.595 1.585 28.1% 0.217 3.9% 66% False False 15,516
80 6.180 4.595 1.585 28.1% 0.209 3.7% 66% False False 13,383
100 6.180 4.595 1.585 28.1% 0.203 3.6% 66% False False 11,549
120 6.180 4.595 1.585 28.1% 0.189 3.3% 66% False False 9,973
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.056
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.490
2.618 6.173
1.618 5.979
1.000 5.859
0.618 5.785
HIGH 5.665
0.618 5.591
0.500 5.568
0.382 5.545
LOW 5.471
0.618 5.351
1.000 5.277
1.618 5.157
2.618 4.963
4.250 4.647
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 5.613 5.607
PP 5.591 5.578
S1 5.568 5.549

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

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