NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 5.670 5.731 0.061 1.1% 5.609
High 5.767 5.754 -0.013 -0.2% 5.767
Low 5.657 5.595 -0.062 -1.1% 5.460
Close 5.718 5.651 -0.067 -1.2% 5.718
Range 0.110 0.159 0.049 44.5% 0.307
ATR 0.224 0.219 -0.005 -2.1% 0.000
Volume 13,328 18,213 4,885 36.7% 47,763
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.144 6.056 5.738
R3 5.985 5.897 5.695
R2 5.826 5.826 5.680
R1 5.738 5.738 5.666 5.703
PP 5.667 5.667 5.667 5.649
S1 5.579 5.579 5.636 5.544
S2 5.508 5.508 5.622
S3 5.349 5.420 5.607
S4 5.190 5.261 5.564
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% 0.155 2.7% 62% False False 13,195
10 5.767 5.371 0.396 7.0% 0.198 3.5% 71% False False 13,850
20 5.956 5.371 0.585 10.4% 0.203 3.6% 48% False False 10,708
40 5.956 4.656 1.300 23.0% 0.220 3.9% 77% False False 8,523
60 5.956 4.656 1.300 23.0% 0.200 3.5% 77% False False 6,926
80 6.200 4.656 1.544 27.3% 0.191 3.4% 64% False False 5,799
100 6.200 4.656 1.544 27.3% 0.186 3.3% 64% False False 4,931
120 6.200 4.656 1.544 27.3% 0.169 3.0% 64% False False 4,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.430
2.618 6.170
1.618 6.011
1.000 5.913
0.618 5.852
HIGH 5.754
0.618 5.693
0.500 5.675
0.382 5.656
LOW 5.595
0.618 5.497
1.000 5.436
1.618 5.338
2.618 5.179
4.250 4.919
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 5.675 5.641
PP 5.667 5.630
S1 5.659 5.620

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

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