NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 6.075 6.094 0.019 0.3% 6.049
High 6.080 6.111 0.031 0.5% 6.110
Low 5.927 5.918 -0.009 -0.2% 5.726
Close 6.075 5.948 -0.127 -2.1% 5.765
Range 0.153 0.193 0.040 26.1% 0.384
ATR 0.213 0.212 -0.001 -0.7% 0.000
Volume 2,316 7,914 5,598 241.7% 10,842
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.571 6.453 6.054
R3 6.378 6.260 6.001
R2 6.185 6.185 5.983
R1 6.067 6.067 5.966 6.030
PP 5.992 5.992 5.992 5.974
S1 5.874 5.874 5.930 5.837
S2 5.799 5.799 5.913
S3 5.606 5.681 5.895
S4 5.413 5.488 5.842
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 6.111 5.726 0.385 6.5% 0.182 3.1% 58% True False 3,622
10 6.111 5.726 0.385 6.5% 0.164 2.8% 58% True False 3,192
20 6.111 5.320 0.791 13.3% 0.184 3.1% 79% True False 3,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.931
2.618 6.616
1.618 6.423
1.000 6.304
0.618 6.230
HIGH 6.111
0.618 6.037
0.500 6.015
0.382 5.992
LOW 5.918
0.618 5.799
1.000 5.725
1.618 5.606
2.618 5.413
4.250 5.098
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 6.015 5.961
PP 5.992 5.957
S1 5.970 5.952

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

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