NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 5.804 5.730 -0.074 -1.3% 5.953
High 5.804 5.780 -0.024 -0.4% 6.111
Low 5.622 5.700 0.078 1.4% 5.800
Close 5.684 5.785 0.101 1.8% 5.913
Range 0.182 0.080 -0.102 -56.0% 0.311
ATR 0.215 0.207 -0.009 -4.0% 0.000
Volume 1,361 2,838 1,477 108.5% 18,934
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.995 5.970 5.829
R3 5.915 5.890 5.807
R2 5.835 5.835 5.800
R1 5.810 5.810 5.792 5.823
PP 5.755 5.755 5.755 5.761
S1 5.730 5.730 5.778 5.743
S2 5.675 5.675 5.770
S3 5.595 5.650 5.763
S4 5.515 5.570 5.741
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 8.5% 0.158 2.7% 33% False False 3,411
10 6.111 5.622 0.489 8.5% 0.164 2.8% 33% False False 3,073
20 6.111 5.603 0.508 8.8% 0.167 2.9% 36% False False 3,106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.120
2.618 5.989
1.618 5.909
1.000 5.860
0.618 5.829
HIGH 5.780
0.618 5.749
0.500 5.740
0.382 5.731
LOW 5.700
0.618 5.651
1.000 5.620
1.618 5.571
2.618 5.491
4.250 5.360
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 5.770 5.801
PP 5.755 5.796
S1 5.740 5.790

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

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