NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 5.660 5.743 0.083 1.5% 5.810
High 5.898 5.956 0.058 1.0% 5.953
Low 5.660 5.704 0.044 0.8% 5.486
Close 5.886 5.743 -0.143 -2.4% 5.545
Range 0.238 0.252 0.014 5.9% 0.467
ATR 0.232 0.234 0.001 0.6% 0.000
Volume 8,641 13,742 5,101 59.0% 22,972
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.557 6.402 5.882
R3 6.305 6.150 5.812
R2 6.053 6.053 5.789
R1 5.898 5.898 5.766 5.869
PP 5.801 5.801 5.801 5.787
S1 5.646 5.646 5.720 5.617
S2 5.549 5.549 5.697
S3 5.297 5.394 5.674
S4 5.045 5.142 5.604
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.062 6.771 5.802
R3 6.595 6.304 5.673
R2 6.128 6.128 5.631
R1 5.837 5.837 5.588 5.749
PP 5.661 5.661 5.661 5.618
S1 5.370 5.370 5.502 5.282
S2 5.194 5.194 5.459
S3 4.727 4.903 5.417
S4 4.260 4.436 5.288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.956 5.486 0.470 8.2% 0.228 4.0% 55% True False 8,001
10 5.956 5.486 0.470 8.2% 0.208 3.6% 55% True False 6,968
20 5.956 5.067 0.889 15.5% 0.216 3.8% 76% True False 7,150
40 5.956 4.656 1.300 22.6% 0.207 3.6% 84% True False 5,680
60 6.200 4.656 1.544 26.9% 0.195 3.4% 70% False False 4,850
80 6.200 4.656 1.544 26.9% 0.186 3.2% 70% False False 4,158
100 6.200 4.656 1.544 26.9% 0.172 3.0% 70% False False 3,489
120 6.200 4.656 1.544 26.9% 0.162 2.8% 70% False False 2,996
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7.027
2.618 6.616
1.618 6.364
1.000 6.208
0.618 6.112
HIGH 5.956
0.618 5.860
0.500 5.830
0.382 5.800
LOW 5.704
0.618 5.548
1.000 5.452
1.618 5.296
2.618 5.044
4.250 4.633
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 5.830 5.775
PP 5.801 5.764
S1 5.772 5.754

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

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