NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 5.672 5.735 0.063 1.1% 5.689
High 5.702 5.817 0.115 2.0% 5.817
Low 5.511 5.647 0.136 2.5% 5.511
Close 5.672 5.768 0.096 1.7% 5.768
Range 0.191 0.170 -0.021 -11.0% 0.306
ATR 0.177 0.176 0.000 -0.3% 0.000
Volume 1,648 2,244 596 36.2% 8,686
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.254 6.181 5.862
R3 6.084 6.011 5.815
R2 5.914 5.914 5.799
R1 5.841 5.841 5.784 5.878
PP 5.744 5.744 5.744 5.762
S1 5.671 5.671 5.752 5.708
S2 5.574 5.574 5.737
S3 5.404 5.501 5.721
S4 5.234 5.331 5.675
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.617 6.498 5.936
R3 6.311 6.192 5.852
R2 6.005 6.005 5.824
R1 5.886 5.886 5.796 5.946
PP 5.699 5.699 5.699 5.728
S1 5.580 5.580 5.740 5.640
S2 5.393 5.393 5.712
S3 5.087 5.274 5.684
S4 4.781 4.968 5.600
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.817 5.511 0.306 5.3% 0.150 2.6% 84% True False 1,737
10 5.971 5.390 0.581 10.1% 0.142 2.5% 65% False False 1,797
20 5.990 5.390 0.600 10.4% 0.143 2.5% 63% False False 1,753
40 6.160 5.363 0.797 13.8% 0.157 2.7% 51% False False 1,999
60 6.160 4.970 1.190 20.6% 0.154 2.7% 67% False False 1,979
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.540
2.618 6.262
1.618 6.092
1.000 5.987
0.618 5.922
HIGH 5.817
0.618 5.752
0.500 5.732
0.382 5.712
LOW 5.647
0.618 5.542
1.000 5.477
1.618 5.372
2.618 5.202
4.250 4.925
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 5.756 5.733
PP 5.744 5.699
S1 5.732 5.664

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

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