NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 5.463 5.484 0.021 0.4% 5.292
High 5.500 5.597 0.097 1.8% 5.597
Low 5.253 5.411 0.158 3.0% 5.253
Close 5.428 5.535 0.107 2.0% 5.535
Range 0.247 0.186 -0.061 -24.7% 0.344
ATR 0.213 0.211 -0.002 -0.9% 0.000
Volume 22,509 23,319 810 3.6% 93,737
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.072 5.990 5.637
R3 5.886 5.804 5.586
R2 5.700 5.700 5.569
R1 5.618 5.618 5.552 5.659
PP 5.514 5.514 5.514 5.535
S1 5.432 5.432 5.518 5.473
S2 5.328 5.328 5.501
S3 5.142 5.246 5.484
S4 4.956 5.060 5.433
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.494 6.358 5.724
R3 6.150 6.014 5.630
R2 5.806 5.806 5.598
R1 5.670 5.670 5.567 5.738
PP 5.462 5.462 5.462 5.496
S1 5.326 5.326 5.503 5.394
S2 5.118 5.118 5.472
S3 4.774 4.982 5.440
S4 4.430 4.638 5.346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.597 5.253 0.344 6.2% 0.188 3.4% 82% True False 18,747
10 5.754 5.110 0.644 11.6% 0.191 3.4% 66% False False 16,250
20 5.785 5.110 0.675 12.2% 0.196 3.5% 63% False False 14,790
40 5.956 5.067 0.889 16.1% 0.206 3.7% 53% False False 10,970
60 5.956 4.656 1.300 23.5% 0.204 3.7% 68% False False 8,717
80 6.200 4.656 1.544 27.9% 0.195 3.5% 57% False False 7,335
100 6.200 4.656 1.544 27.9% 0.188 3.4% 57% False False 6,284
120 6.200 4.656 1.544 27.9% 0.176 3.2% 57% False False 5,373
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 0.040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.388
2.618 6.084
1.618 5.898
1.000 5.783
0.618 5.712
HIGH 5.597
0.618 5.526
0.500 5.504
0.382 5.482
LOW 5.411
0.618 5.296
1.000 5.225
1.618 5.110
2.618 4.924
4.250 4.621
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 5.525 5.498
PP 5.514 5.462
S1 5.504 5.425

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

View Archives - Comment on this page... - Back to Index of Symbols