NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 08-Jan-2010

Day Change Summary
	Previous	Current
	07-Jan-2010	08-Jan-2010	Change	Change %	Previous Week
Open	5.977	5.829	-0.148	-2.5%	6.059
High	6.160	5.946	-0.214	-3.5%	6.160
Low	5.949	5.829	-0.120	-2.0%	5.829
Close	5.977	5.943	-0.034	-0.6%	5.943
Range	0.211	0.117	-0.094	-44.5%	0.331
ATR	0.201	0.197	-0.004	-1.9%	0.000
Volume	2,407	1,309	-1,098	-45.6%	10,134

Daily Pivots for day following 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.257	6.217	6.007
R3	6.140	6.100	5.975
R2	6.023	6.023	5.964
R1	5.983	5.983	5.954	6.003
PP	5.906	5.906	5.906	5.916
S1	5.866	5.866	5.932	5.886
S2	5.789	5.789	5.922
S3	5.672	5.749	5.911
S4	5.555	5.632	5.879

Weekly Pivots for week ending 08-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.970	6.788	6.125
R3	6.639	6.457	6.034
R2	6.308	6.308	6.004
R1	6.126	6.126	5.973	6.052
PP	5.977	5.977	5.977	5.940
S1	5.795	5.795	5.913	5.721
S2	5.646	5.646	5.882
S3	5.315	5.464	5.852
S4	4.984	5.133	5.761

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.160	5.829	0.331	5.6%	0.148	2.5%	34%	False	True	2,026
10	6.160	5.760	0.400	6.7%	0.155	2.6%	46%	False	False	1,891
20	6.160	5.368	0.792	13.3%	0.167	2.8%	73%	False	False	2,149
40	6.160	4.970	1.190	20.0%	0.159	2.7%	82%	False	False	1,951

Crabel Price Patterns
NR	True
NR4	True
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	0.019
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6.443
2.618	6.252
1.618	6.135
1.000	6.063
0.618	6.018
HIGH	5.946
0.618	5.901
0.500	5.888
0.382	5.874
LOW	5.829
0.618	5.757
1.000	5.712
1.618	5.640
2.618	5.523
4.250	5.332

Fisher Pivots for day following 08-Jan-2010
Pivot	1 day	3 day
R1	5.925	5.995
PP	5.906	5.977
S1	5.888	5.960

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