NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 12-Jan-2010

Day Change Summary
	Previous	Current
	11-Jan-2010	12-Jan-2010	Change	Change %	Previous Week
Open	5.616	5.609	-0.007	-0.1%	5.855
High	5.755	5.724	-0.031	-0.5%	6.050
Low	5.547	5.565	0.018	0.3%	5.734
Close	5.616	5.720	0.104	1.9%	5.848
Range	0.208	0.159	-0.049	-23.6%	0.316
ATR	0.217	0.213	-0.004	-1.9%	0.000
Volume	3,177	5,319	2,142	67.4%	14,840

Daily Pivots for day following 12-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.147	6.092	5.807
R3	5.988	5.933	5.764
R2	5.829	5.829	5.749
R1	5.774	5.774	5.735	5.802
PP	5.670	5.670	5.670	5.683
S1	5.615	5.615	5.705	5.643
S2	5.511	5.511	5.691
S3	5.352	5.456	5.676
S4	5.193	5.297	5.633

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.825	6.653	6.022
R3	6.509	6.337	5.935
R2	6.193	6.193	5.906
R1	6.021	6.021	5.877	5.949
PP	5.877	5.877	5.877	5.842
S1	5.705	5.705	5.819	5.633
S2	5.561	5.561	5.790
S3	5.245	5.389	5.761
S4	4.929	5.073	5.674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.050	5.547	0.503	8.8%	0.178	3.1%	34%	False	False	3,623
10	6.075	5.547	0.528	9.2%	0.182	3.2%	33%	False	False	2,887
20	6.075	5.515	0.560	9.8%	0.179	3.1%	37%	False	False	2,687
40	6.075	4.848	1.227	21.5%	0.190	3.3%	71%	False	False	2,264

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	6.400
2.618	6.140
1.618	5.981
1.000	5.883
0.618	5.822
HIGH	5.724
0.618	5.663
0.500	5.645
0.382	5.626
LOW	5.565
0.618	5.467
1.000	5.406
1.618	5.308
2.618	5.149
4.250	4.889

Fisher Pivots for day following 12-Jan-2010
Pivot	1 day	3 day
R1	5.695	5.712
PP	5.670	5.703
S1	5.645	5.695

Download as Excel Spreadsheet

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

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