NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 22-Jan-2010

Day Change Summary
	Previous	Current
	21-Jan-2010	22-Jan-2010	Change	Change %	Previous Week
Open	5.450	5.570	0.120	2.2%	5.600
High	5.634	5.738	0.104	1.8%	5.738
Low	5.413	5.551	0.138	2.5%	5.408
Close	5.529	5.688	0.159	2.9%	5.688
Range	0.221	0.187	-0.034	-15.4%	0.330
ATR	0.242	0.239	-0.002	-1.0%	0.000
Volume	19,095	25,261	6,166	32.3%	83,477

Daily Pivots for day following 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.220	6.141	5.791
R3	6.033	5.954	5.739
R2	5.846	5.846	5.722
R1	5.767	5.767	5.705	5.807
PP	5.659	5.659	5.659	5.679
S1	5.580	5.580	5.671	5.620
S2	5.472	5.472	5.654
S3	5.285	5.393	5.637
S4	5.098	5.206	5.585

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.601	6.475	5.870
R3	6.271	6.145	5.779
R2	5.941	5.941	5.749
R1	5.815	5.815	5.718	5.878
PP	5.611	5.611	5.611	5.643
S1	5.485	5.485	5.658	5.548
S2	5.281	5.281	5.628
S3	4.951	5.155	5.597
S4	4.621	4.825	5.507

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.738	5.408	0.330	5.8%	0.190	3.3%	85%	True	False	23,421
10	5.741	5.312	0.429	7.5%	0.223	3.9%	88%	False	False	26,102
20	5.940	5.312	0.628	11.0%	0.230	4.0%	60%	False	False	21,426
40	5.940	4.595	1.345	23.6%	0.236	4.1%	81%	False	False	19,770
60	5.940	4.595	1.345	23.6%	0.217	3.8%	81%	False	False	16,312
80	6.180	4.595	1.585	27.9%	0.211	3.7%	69%	False	False	14,168
100	6.180	4.595	1.585	27.9%	0.207	3.6%	69%	False	False	12,298
120	6.180	4.595	1.585	27.9%	0.190	3.3%	69%	False	False	10,606

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	0.055
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.533
2.618	6.228
1.618	6.041
1.000	5.925
0.618	5.854
HIGH	5.738
0.618	5.667
0.500	5.645
0.382	5.622
LOW	5.551
0.618	5.435
1.000	5.364
1.618	5.248
2.618	5.061
4.250	4.756

Fisher Pivots for day following 22-Jan-2010
Pivot	1 day	3 day
R1	5.674	5.651
PP	5.659	5.613
S1	5.645	5.576

Download as Excel Spreadsheet

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

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