NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 5.220 5.169 -0.051 -1.0% 5.706
High 5.236 5.261 0.025 0.5% 5.724
Low 5.056 5.085 0.029 0.6% 5.056
Close 5.128 5.120 -0.008 -0.2% 5.120
Range 0.180 0.176 -0.004 -2.2% 0.668
ATR 0.233 0.229 -0.004 -1.7% 0.000
Volume 27,704 29,339 1,635 5.9% 137,313
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.683 5.578 5.217
R3 5.507 5.402 5.168
R2 5.331 5.331 5.152
R1 5.226 5.226 5.136 5.191
PP 5.155 5.155 5.155 5.138
S1 5.050 5.050 5.104 5.015
S2 4.979 4.979 5.088
S3 4.803 4.874 5.072
S4 4.627 4.698 5.023
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.304 6.880 5.487
R3 6.636 6.212 5.304
R2 5.968 5.968 5.242
R1 5.544 5.544 5.181 5.422
PP 5.300 5.300 5.300 5.239
S1 4.876 4.876 5.059 4.754
S2 4.632 4.632 4.998
S3 3.964 4.208 4.936
S4 3.296 3.540 4.753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.724 5.056 0.668 13.0% 0.207 4.0% 10% False False 27,462
10 5.738 5.056 0.682 13.3% 0.199 3.9% 9% False False 25,441
20 5.930 5.056 0.874 17.1% 0.228 4.5% 7% False False 24,869
40 5.940 4.595 1.345 26.3% 0.225 4.4% 39% False False 21,728
60 5.940 4.595 1.345 26.3% 0.217 4.2% 39% False False 17,925
80 6.180 4.595 1.585 31.0% 0.211 4.1% 33% False False 15,452
100 6.180 4.595 1.585 31.0% 0.210 4.1% 33% False False 13,480
120 6.180 4.595 1.585 31.0% 0.192 3.8% 33% False False 11,646
Crabel Price Patterns
NR True
NR4 True
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 0.030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.009
2.618 5.722
1.618 5.546
1.000 5.437
0.618 5.370
HIGH 5.261
0.618 5.194
0.500 5.173
0.382 5.152
LOW 5.085
0.618 4.976
1.000 4.909
1.618 4.800
2.618 4.624
4.250 4.337
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 5.173 5.238
PP 5.155 5.199
S1 5.138 5.159

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

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