NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 5.706 5.615 -0.091 -1.6% 5.600
High 5.724 5.621 -0.103 -1.8% 5.738
Low 5.557 5.365 -0.192 -3.5% 5.408
Close 5.615 5.411 -0.204 -3.6% 5.688
Range 0.167 0.256 0.089 53.3% 0.330
ATR 0.234 0.236 0.002 0.7% 0.000
Volume 31,957 21,156 -10,801 -33.8% 83,477
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.234 6.078 5.552
R3 5.978 5.822 5.481
R2 5.722 5.722 5.458
R1 5.566 5.566 5.434 5.516
PP 5.466 5.466 5.466 5.441
S1 5.310 5.310 5.388 5.260
S2 5.210 5.210 5.364
S3 4.954 5.054 5.341
S4 4.698 4.798 5.270
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 5.365 0.373 6.9% 0.194 3.6% 12% False True 24,111
10 5.738 5.312 0.426 7.9% 0.221 4.1% 23% False False 25,897
20 5.940 5.312 0.628 11.6% 0.227 4.2% 16% False False 22,586
40 5.940 4.595 1.345 24.9% 0.233 4.3% 61% False False 20,591
60 5.940 4.595 1.345 24.9% 0.218 4.0% 61% False False 16,951
80 6.180 4.595 1.585 29.3% 0.211 3.9% 51% False False 14,631
100 6.180 4.595 1.585 29.3% 0.209 3.9% 51% False False 12,759
120 6.180 4.595 1.585 29.3% 0.191 3.5% 51% False False 11,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.709
2.618 6.291
1.618 6.035
1.000 5.877
0.618 5.779
HIGH 5.621
0.618 5.523
0.500 5.493
0.382 5.463
LOW 5.365
0.618 5.207
1.000 5.109
1.618 4.951
2.618 4.695
4.250 4.277
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 5.493 5.552
PP 5.466 5.505
S1 5.438 5.458

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

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