NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 5.532 5.600 0.068 1.2% 5.495
High 5.665 5.618 -0.047 -0.8% 5.720
Low 5.471 5.408 -0.063 -1.2% 5.312
Close 5.636 5.499 -0.137 -2.4% 5.636
Range 0.194 0.210 0.016 8.2% 0.408
ATR 0.253 0.251 -0.002 -0.7% 0.000
Volume 33,628 16,035 -17,593 -52.3% 145,420
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.138 6.029 5.615
R3 5.928 5.819 5.557
R2 5.718 5.718 5.538
R1 5.609 5.609 5.518 5.559
PP 5.508 5.508 5.508 5.483
S1 5.399 5.399 5.480 5.349
S2 5.298 5.298 5.461
S3 5.088 5.189 5.441
S4 4.878 4.979 5.384
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 7.4% 0.247 4.5% 46% False False 27,684
10 5.930 5.312 0.618 11.2% 0.251 4.6% 30% False False 26,544
20 5.940 5.312 0.628 11.4% 0.235 4.3% 30% False False 21,356
40 5.940 4.595 1.345 24.5% 0.235 4.3% 67% False False 18,906
60 6.055 4.595 1.460 26.6% 0.218 4.0% 62% False False 15,628
80 6.180 4.595 1.585 28.8% 0.210 3.8% 57% False False 13,542
100 6.180 4.595 1.585 28.8% 0.204 3.7% 57% False False 11,683
120 6.180 4.595 1.585 28.8% 0.190 3.4% 57% False False 10,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.511
2.618 6.168
1.618 5.958
1.000 5.828
0.618 5.748
HIGH 5.618
0.618 5.538
0.500 5.513
0.382 5.488
LOW 5.408
0.618 5.278
1.000 5.198
1.618 5.068
2.618 4.858
4.250 4.516
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 5.513 5.564
PP 5.508 5.542
S1 5.504 5.521

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

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