NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 5.488 5.670 0.182 3.3% 5.609
High 5.676 5.767 0.091 1.6% 5.767
Low 5.472 5.657 0.185 3.4% 5.460
Close 5.575 5.718 0.143 2.6% 5.718
Range 0.204 0.110 -0.094 -46.1% 0.307
ATR 0.226 0.224 -0.002 -1.1% 0.000
Volume 8,516 13,328 4,812 56.5% 47,763
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.044 5.991 5.779
R3 5.934 5.881 5.748
R2 5.824 5.824 5.738
R1 5.771 5.771 5.728 5.798
PP 5.714 5.714 5.714 5.727
S1 5.661 5.661 5.708 5.688
S2 5.604 5.604 5.698
S3 5.494 5.551 5.688
S4 5.384 5.441 5.658
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.569 6.451 5.887
R3 6.262 6.144 5.802
R2 5.955 5.955 5.774
R1 5.837 5.837 5.746 5.896
PP 5.648 5.648 5.648 5.678
S1 5.530 5.530 5.690 5.589
S2 5.341 5.341 5.662
S3 5.034 5.223 5.634
S4 4.727 4.916 5.549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.767 5.460 0.307 5.4% 0.162 2.8% 84% True False 12,722
10 5.785 5.371 0.414 7.2% 0.202 3.5% 84% False False 13,330
20 5.956 5.371 0.585 10.2% 0.205 3.6% 59% False False 10,149
40 5.956 4.656 1.300 22.7% 0.220 3.8% 82% False False 8,129
60 5.956 4.656 1.300 22.7% 0.200 3.5% 82% False False 6,665
80 6.200 4.656 1.544 27.0% 0.192 3.4% 69% False False 5,584
100 6.200 4.656 1.544 27.0% 0.185 3.2% 69% False False 4,753
120 6.200 4.656 1.544 27.0% 0.169 3.0% 69% False False 4,067
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 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.235
2.618 6.055
1.618 5.945
1.000 5.877
0.618 5.835
HIGH 5.767
0.618 5.725
0.500 5.712
0.382 5.699
LOW 5.657
0.618 5.589
1.000 5.547
1.618 5.479
2.618 5.369
4.250 5.190
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 5.716 5.684
PP 5.714 5.650
S1 5.712 5.616

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

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