NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 5.615 5.385 -0.230 -4.1% 5.600
High 5.621 5.420 -0.201 -3.6% 5.738
Low 5.365 5.166 -0.199 -3.7% 5.408
Close 5.411 5.206 -0.205 -3.8% 5.688
Range 0.256 0.254 -0.002 -0.8% 0.330
ATR 0.236 0.237 0.001 0.6% 0.000
Volume 21,156 27,157 6,001 28.4% 83,477
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.026 5.870 5.346
R3 5.772 5.616 5.276
R2 5.518 5.518 5.253
R1 5.362 5.362 5.229 5.313
PP 5.264 5.264 5.264 5.240
S1 5.108 5.108 5.183 5.059
S2 5.010 5.010 5.159
S3 4.756 4.854 5.136
S4 4.502 4.600 5.066
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 5.166 0.572 11.0% 0.217 4.2% 7% False True 24,925
10 5.738 5.166 0.572 11.0% 0.225 4.3% 7% False True 25,683
20 5.940 5.166 0.774 14.9% 0.230 4.4% 5% False True 23,325
40 5.940 4.595 1.345 25.8% 0.228 4.4% 45% False False 20,831
60 5.940 4.595 1.345 25.8% 0.220 4.2% 45% False False 17,250
80 6.180 4.595 1.585 30.4% 0.212 4.1% 39% False False 14,890
100 6.180 4.595 1.585 30.4% 0.210 4.0% 39% False False 13,005
120 6.180 4.595 1.585 30.4% 0.193 3.7% 39% False False 11,210
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.500
2.618 6.085
1.618 5.831
1.000 5.674
0.618 5.577
HIGH 5.420
0.618 5.323
0.500 5.293
0.382 5.263
LOW 5.166
0.618 5.009
1.000 4.912
1.618 4.755
2.618 4.501
4.250 4.087
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 5.293 5.445
PP 5.264 5.365
S1 5.235 5.286

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

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