NYMEX Natural Gas Future July 2010

Trading Metrics calculated at close of trading on 15-Jan-2010

Day Change Summary
	Previous	Current
	14-Jan-2010	15-Jan-2010	Change	Change %	Previous Week
Open	5.864	5.835	-0.029	-0.5%	5.616
High	5.900	5.856	-0.044	-0.7%	5.900
Low	5.647	5.674	0.027	0.5%	5.547
Close	5.749	5.835	0.086	1.5%	5.835
Range	0.253	0.182	-0.071	-28.1%	0.353
ATR	0.221	0.218	-0.003	-1.3%	0.000
Volume	6,638	6,225	-413	-6.2%	25,490

Daily Pivots for day following 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.334	6.267	5.935
R3	6.152	6.085	5.885
R2	5.970	5.970	5.868
R1	5.903	5.903	5.852	5.926
PP	5.788	5.788	5.788	5.800
S1	5.721	5.721	5.818	5.744
S2	5.606	5.606	5.802
S3	5.424	5.539	5.785
S4	5.242	5.357	5.735

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.820	6.680	6.029
R3	6.467	6.327	5.932
R2	6.114	6.114	5.900
R1	5.974	5.974	5.867	6.044
PP	5.761	5.761	5.761	5.796
S1	5.621	5.621	5.803	5.691
S2	5.408	5.408	5.770
S3	5.055	5.268	5.738
S4	4.702	4.915	5.641

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.900	5.547	0.353	6.0%	0.218	3.7%	82%	False	False	5,098
10	6.050	5.547	0.503	8.6%	0.192	3.3%	57%	False	False	4,033
20	6.075	5.547	0.528	9.0%	0.196	3.4%	55%	False	False	3,154
40	6.075	4.848	1.227	21.0%	0.196	3.4%	80%	False	False	2,601

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	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.630
2.618	6.332
1.618	6.150
1.000	6.038
0.618	5.968
HIGH	5.856
0.618	5.786
0.500	5.765
0.382	5.744
LOW	5.674
0.618	5.562
1.000	5.492
1.618	5.380
2.618	5.198
4.250	4.901

Fisher Pivots for day following 15-Jan-2010
Pivot	1 day	3 day
R1	5.812	5.804
PP	5.788	5.773
S1	5.765	5.743

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