NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 5.765 5.953 0.188 3.3% 6.049
High 6.010 6.035 0.025 0.4% 6.110
Low 5.726 5.930 0.204 3.6% 5.726
Close 5.765 6.032 0.267 4.6% 5.765
Range 0.284 0.105 -0.179 -63.0% 0.384
ATR 0.204 0.209 0.005 2.3% 0.000
Volume 1,805 3,226 1,421 78.7% 10,842
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.314 6.278 6.090
R3 6.209 6.173 6.061
R2 6.104 6.104 6.051
R1 6.068 6.068 6.042 6.086
PP 5.999 5.999 5.999 6.008
S1 5.963 5.963 6.022 5.981
S2 5.894 5.894 6.013
S3 5.789 5.858 6.003
S4 5.684 5.753 5.974
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.019 6.776 5.976
R3 6.635 6.392 5.871
R2 6.251 6.251 5.835
R1 6.008 6.008 5.800 5.938
PP 5.867 5.867 5.867 5.832
S1 5.624 5.624 5.730 5.554
S2 5.483 5.483 5.695
S3 5.099 5.240 5.659
S4 4.715 4.856 5.554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.110 5.726 0.384 6.4% 0.147 2.4% 80% False False 2,813
10 6.110 5.726 0.384 6.4% 0.172 2.8% 80% False False 2,958
20 6.110 5.000 1.110 18.4% 0.184 3.1% 93% False False 3,001
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 0.031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.481
2.618 6.310
1.618 6.205
1.000 6.140
0.618 6.100
HIGH 6.035
0.618 5.995
0.500 5.983
0.382 5.970
LOW 5.930
0.618 5.865
1.000 5.825
1.618 5.760
2.618 5.655
4.250 5.484
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 6.016 5.984
PP 5.999 5.936
S1 5.983 5.888

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

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