NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 5.940 5.804 -0.136 -2.3% 5.953
High 5.980 5.804 -0.176 -2.9% 6.111
Low 5.800 5.622 -0.178 -3.1% 5.800
Close 5.913 5.684 -0.229 -3.9% 5.913
Range 0.180 0.182 0.002 1.1% 0.311
ATR 0.210 0.215 0.006 2.8% 0.000
Volume 2,629 1,361 -1,268 -48.2% 18,934
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.249 6.149 5.784
R3 6.067 5.967 5.734
R2 5.885 5.885 5.717
R1 5.785 5.785 5.701 5.744
PP 5.703 5.703 5.703 5.683
S1 5.603 5.603 5.667 5.562
S2 5.521 5.521 5.651
S3 5.339 5.421 5.634
S4 5.157 5.239 5.584
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.874 6.705 6.084
R3 6.563 6.394 5.999
R2 6.252 6.252 5.970
R1 6.083 6.083 5.942 6.012
PP 5.941 5.941 5.941 5.906
S1 5.772 5.772 5.884 5.701
S2 5.630 5.630 5.856
S3 5.319 5.461 5.827
S4 5.008 5.150 5.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.111 5.622 0.489 8.6% 0.177 3.1% 13% False True 3,413
10 6.111 5.622 0.489 8.6% 0.162 2.9% 13% False True 3,113
20 6.111 5.508 0.603 10.6% 0.173 3.0% 29% False False 3,186
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.578
2.618 6.280
1.618 6.098
1.000 5.986
0.618 5.916
HIGH 5.804
0.618 5.734
0.500 5.713
0.382 5.692
LOW 5.622
0.618 5.510
1.000 5.440
1.618 5.328
2.618 5.146
4.250 4.849
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 5.713 5.867
PP 5.703 5.806
S1 5.694 5.745

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

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