NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 5.710 5.475 -0.235 -4.1% 5.611
High 5.710 5.498 -0.212 -3.7% 5.822
Low 5.504 5.287 -0.217 -3.9% 5.522
Close 5.526 5.329 -0.197 -3.6% 5.774
Range 0.206 0.211 0.005 2.4% 0.300
ATR 0.211 0.213 0.002 0.9% 0.000
Volume 3,881 4,224 343 8.8% 16,801
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.004 5.878 5.445
R3 5.793 5.667 5.387
R2 5.582 5.582 5.368
R1 5.456 5.456 5.348 5.414
PP 5.371 5.371 5.371 5.350
S1 5.245 5.245 5.310 5.203
S2 5.160 5.160 5.290
S3 4.949 5.034 5.271
S4 4.738 4.823 5.213
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.606 6.490 5.939
R3 6.306 6.190 5.857
R2 6.006 6.006 5.829
R1 5.890 5.890 5.802 5.948
PP 5.706 5.706 5.706 5.735
S1 5.590 5.590 5.747 5.648
S2 5.406 5.406 5.719
S3 5.106 5.290 5.692
S4 4.806 4.990 5.609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.822 5.287 0.535 10.0% 0.191 3.6% 8% False True 4,207
10 5.830 5.287 0.543 10.2% 0.199 3.7% 8% False True 4,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.060
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.395
2.618 6.050
1.618 5.839
1.000 5.709
0.618 5.628
HIGH 5.498
0.618 5.417
0.500 5.393
0.382 5.368
LOW 5.287
0.618 5.157
1.000 5.076
1.618 4.946
2.618 4.735
4.250 4.390
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 5.393 5.546
PP 5.371 5.473
S1 5.350 5.401

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

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