NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 5.570 5.706 0.136 2.4% 5.600
High 5.738 5.724 -0.014 -0.2% 5.738
Low 5.551 5.557 0.006 0.1% 5.408
Close 5.688 5.615 -0.073 -1.3% 5.688
Range 0.187 0.167 -0.020 -10.7% 0.330
ATR 0.239 0.234 -0.005 -2.2% 0.000
Volume 25,261 31,957 6,696 26.5% 83,477
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.133 6.041 5.707
R3 5.966 5.874 5.661
R2 5.799 5.799 5.646
R1 5.707 5.707 5.630 5.670
PP 5.632 5.632 5.632 5.613
S1 5.540 5.540 5.600 5.503
S2 5.465 5.465 5.584
S3 5.298 5.373 5.569
S4 5.131 5.206 5.523
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 5.9% 0.185 3.3% 63% False False 23,086
10 5.738 5.312 0.426 7.6% 0.220 3.9% 71% False False 26,085
20 5.940 5.312 0.628 11.2% 0.228 4.1% 48% False False 22,229
40 5.940 4.595 1.345 24.0% 0.235 4.2% 76% False False 20,361
60 5.940 4.595 1.345 24.0% 0.218 3.9% 76% False False 16,728
80 6.180 4.595 1.585 28.2% 0.209 3.7% 64% False False 14,500
100 6.180 4.595 1.585 28.2% 0.208 3.7% 64% False False 12,590
120 6.180 4.595 1.585 28.2% 0.190 3.4% 64% False False 10,861
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.053
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.434
2.618 6.161
1.618 5.994
1.000 5.891
0.618 5.827
HIGH 5.724
0.618 5.660
0.500 5.641
0.382 5.621
LOW 5.557
0.618 5.454
1.000 5.390
1.618 5.287
2.618 5.120
4.250 4.847
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 5.641 5.602
PP 5.632 5.589
S1 5.624 5.576

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

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