NYMEX Natural Gas Future May 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 5.264 5.225 -0.039 -0.7% 5.731
High 5.286 5.305 0.019 0.4% 5.754
Low 5.110 5.139 0.029 0.6% 5.110
Close 5.181 5.171 -0.010 -0.2% 5.171
Range 0.176 0.166 -0.010 -5.7% 0.644
ATR 0.218 0.214 -0.004 -1.7% 0.000
Volume 13,250 15,249 1,999 15.1% 68,767
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.703 5.603 5.262
R3 5.537 5.437 5.217
R2 5.371 5.371 5.201
R1 5.271 5.271 5.186 5.238
PP 5.205 5.205 5.205 5.189
S1 5.105 5.105 5.156 5.072
S2 5.039 5.039 5.141
S3 4.873 4.939 5.125
S4 4.707 4.773 5.080
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.277 6.868 5.525
R3 6.633 6.224 5.348
R2 5.989 5.989 5.289
R1 5.580 5.580 5.230 5.463
PP 5.345 5.345 5.345 5.286
S1 4.936 4.936 5.112 4.819
S2 4.701 4.701 5.053
S3 4.057 4.292 4.994
S4 3.413 3.648 4.817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.754 5.110 0.644 12.5% 0.193 3.7% 9% False False 13,753
10 5.767 5.110 0.657 12.7% 0.177 3.4% 9% False False 13,238
20 5.956 5.110 0.846 16.4% 0.206 4.0% 7% False False 12,104
40 5.956 4.656 1.300 25.1% 0.210 4.1% 40% False False 9,371
60 5.956 4.656 1.300 25.1% 0.201 3.9% 40% False False 7,507
80 6.200 4.656 1.544 29.9% 0.192 3.7% 33% False False 6,303
100 6.200 4.656 1.544 29.9% 0.189 3.7% 33% False False 5,389
120 6.200 4.656 1.544 29.9% 0.172 3.3% 33% False False 4,613
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 6.011
2.618 5.740
1.618 5.574
1.000 5.471
0.618 5.408
HIGH 5.305
0.618 5.242
0.500 5.222
0.382 5.202
LOW 5.139
0.618 5.036
1.000 4.973
1.618 4.870
2.618 4.704
4.250 4.434
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 5.222 5.285
PP 5.205 5.247
S1 5.188 5.209

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

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