NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 5.385 5.220 -0.165 -3.1% 5.600
High 5.420 5.236 -0.184 -3.4% 5.738
Low 5.166 5.056 -0.110 -2.1% 5.408
Close 5.206 5.128 -0.078 -1.5% 5.688
Range 0.254 0.180 -0.074 -29.1% 0.330
ATR 0.237 0.233 -0.004 -1.7% 0.000
Volume 27,157 27,704 547 2.0% 83,477
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.680 5.584 5.227
R3 5.500 5.404 5.178
R2 5.320 5.320 5.161
R1 5.224 5.224 5.145 5.182
PP 5.140 5.140 5.140 5.119
S1 5.044 5.044 5.112 5.002
S2 4.960 4.960 5.095
S3 4.780 4.864 5.079
S4 4.600 4.684 5.029
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 5.056 0.682 13.3% 0.209 4.1% 11% False True 26,647
10 5.738 5.056 0.682 13.3% 0.209 4.1% 11% False True 25,897
20 5.930 5.056 0.874 17.0% 0.230 4.5% 8% False True 23,946
40 5.940 4.595 1.345 26.2% 0.226 4.4% 40% False False 21,345
60 5.940 4.595 1.345 26.2% 0.218 4.2% 40% False False 17,563
80 6.180 4.595 1.585 30.9% 0.211 4.1% 34% False False 15,149
100 6.180 4.595 1.585 30.9% 0.210 4.1% 34% False False 13,227
120 6.180 4.595 1.585 30.9% 0.192 3.7% 34% False False 11,421
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.001
2.618 5.707
1.618 5.527
1.000 5.416
0.618 5.347
HIGH 5.236
0.618 5.167
0.500 5.146
0.382 5.125
LOW 5.056
0.618 4.945
1.000 4.876
1.618 4.765
2.618 4.585
4.250 4.291
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 5.146 5.339
PP 5.140 5.268
S1 5.134 5.198

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

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