NYMEX Natural Gas Future September 2010

Trading Metrics calculated at close of trading on 19-Jan-2010

Day Change Summary
	Previous	Current
	15-Jan-2010	19-Jan-2010	Change	Change %	Previous Week
Open	5.860	5.791	-0.069	-1.2%	5.716
High	5.947	5.901	-0.046	-0.8%	5.990
Low	5.860	5.730	-0.130	-2.2%	5.651
Close	5.928	5.791	-0.137	-2.3%	5.928
Range	0.087	0.171	0.084	96.6%	0.339
ATR	0.199	0.199	0.000	0.0%	0.000
Volume	1,421	1,481	60	4.2%	7,939

Daily Pivots for day following 19-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.320	6.227	5.885
R3	6.149	6.056	5.838
R2	5.978	5.978	5.822
R1	5.885	5.885	5.807	5.877
PP	5.807	5.807	5.807	5.803
S1	5.714	5.714	5.775	5.706
S2	5.636	5.636	5.760
S3	5.465	5.543	5.744
S4	5.294	5.372	5.697

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.873	6.740	6.114
R3	6.534	6.401	6.021
R2	6.195	6.195	5.990
R1	6.062	6.062	5.959	6.129
PP	5.856	5.856	5.856	5.890
S1	5.723	5.723	5.897	5.790
S2	5.517	5.517	5.866
S3	5.178	5.384	5.835
S4	4.839	5.045	5.742

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.990	5.686	0.304	5.2%	0.176	3.0%	35%	False	False	1,640
10	6.160	5.651	0.509	8.8%	0.170	2.9%	28%	False	False	1,646
20	6.160	5.651	0.509	8.8%	0.158	2.7%	28%	False	False	2,078
40	6.160	4.970	1.190	20.5%	0.168	2.9%	69%	False	False	1,996

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.628
2.618	6.349
1.618	6.178
1.000	6.072
0.618	6.007
HIGH	5.901
0.618	5.836
0.500	5.816
0.382	5.795
LOW	5.730
0.618	5.624
1.000	5.559
1.618	5.453
2.618	5.282
4.250	5.003

Fisher Pivots for day following 19-Jan-2010
Pivot	1 day	3 day
R1	5.816	5.860
PP	5.807	5.837
S1	5.799	5.814

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