NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 5.731 5.643 -0.088 -1.5% 5.609
High 5.754 5.643 -0.111 -1.9% 5.767
Low 5.595 5.424 -0.171 -3.1% 5.460
Close 5.651 5.459 -0.192 -3.4% 5.718
Range 0.159 0.219 0.060 37.7% 0.307
ATR 0.219 0.220 0.001 0.3% 0.000
Volume 18,213 10,332 -7,881 -43.3% 47,763
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.166 6.031 5.579
R3 5.947 5.812 5.519
R2 5.728 5.728 5.499
R1 5.593 5.593 5.479 5.551
PP 5.509 5.509 5.509 5.488
S1 5.374 5.374 5.439 5.332
S2 5.290 5.290 5.419
S3 5.071 5.155 5.399
S4 4.852 4.936 5.339
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 5.424 0.343 6.3% 0.159 2.9% 10% False True 12,893
10 5.767 5.371 0.396 7.3% 0.196 3.6% 22% False False 13,616
20 5.956 5.371 0.585 10.7% 0.202 3.7% 15% False False 10,962
40 5.956 4.656 1.300 23.8% 0.217 4.0% 62% False False 8,662
60 5.956 4.656 1.300 23.8% 0.200 3.7% 62% False False 7,051
80 6.200 4.656 1.544 28.3% 0.192 3.5% 52% False False 5,889
100 6.200 4.656 1.544 28.3% 0.187 3.4% 52% False False 5,012
120 6.200 4.656 1.544 28.3% 0.170 3.1% 52% False False 4,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.574
2.618 6.216
1.618 5.997
1.000 5.862
0.618 5.778
HIGH 5.643
0.618 5.559
0.500 5.534
0.382 5.508
LOW 5.424
0.618 5.289
1.000 5.205
1.618 5.070
2.618 4.851
4.250 4.493
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 5.534 5.596
PP 5.509 5.550
S1 5.484 5.505

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

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