NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 5.958 6.103 0.145 2.4% 6.076
High 6.023 6.107 0.084 1.4% 6.145
Low 5.850 5.960 0.110 1.9% 5.760
Close 5.848 6.103 0.255 4.4% 5.795
Range 0.173 0.147 -0.026 -15.0% 0.385
ATR 0.196 0.200 0.005 2.3% 0.000
Volume 1,147 2,184 1,037 90.4% 7,200
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.498 6.447 6.184
R3 6.351 6.300 6.143
R2 6.204 6.204 6.130
R1 6.153 6.153 6.116 6.177
PP 6.057 6.057 6.057 6.068
S1 6.006 6.006 6.090 6.030
S2 5.910 5.910 6.076
S3 5.763 5.859 6.063
S4 5.616 5.712 6.022
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.055 6.810 6.007
R3 6.670 6.425 5.901
R2 6.285 6.285 5.866
R1 6.040 6.040 5.830 5.970
PP 5.900 5.900 5.900 5.865
S1 5.655 5.655 5.760 5.585
S2 5.515 5.515 5.724
S3 5.130 5.270 5.689
S4 4.745 4.885 5.583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.107 5.760 0.347 5.7% 0.172 2.8% 99% True False 1,820
10 6.145 5.760 0.385 6.3% 0.159 2.6% 89% False False 1,911
20 6.145 5.363 0.782 12.8% 0.166 2.7% 95% False False 2,196
40 6.145 4.970 1.175 19.3% 0.158 2.6% 96% False False 2,078
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.732
2.618 6.492
1.618 6.345
1.000 6.254
0.618 6.198
HIGH 6.107
0.618 6.051
0.500 6.034
0.382 6.016
LOW 5.960
0.618 5.869
1.000 5.813
1.618 5.722
2.618 5.575
4.250 5.335
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 6.080 6.062
PP 6.057 6.020
S1 6.034 5.979

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

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