NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 5.730 5.706 -0.024 -0.4% 5.953
High 5.780 5.937 0.157 2.7% 6.111
Low 5.700 5.680 -0.020 -0.4% 5.800
Close 5.785 5.919 0.134 2.3% 5.913
Range 0.080 0.257 0.177 221.3% 0.311
ATR 0.207 0.210 0.004 1.7% 0.000
Volume 2,838 1,651 -1,187 -41.8% 18,934
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.616 6.525 6.060
R3 6.359 6.268 5.990
R2 6.102 6.102 5.966
R1 6.011 6.011 5.943 6.057
PP 5.845 5.845 5.845 5.868
S1 5.754 5.754 5.895 5.800
S2 5.588 5.588 5.872
S3 5.331 5.497 5.848
S4 5.074 5.240 5.778
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 8.3% 0.178 3.0% 61% False False 3,278
10 6.111 5.622 0.489 8.3% 0.179 3.0% 61% False False 2,885
20 6.111 5.622 0.489 8.3% 0.172 2.9% 61% False False 3,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 7.029
2.618 6.610
1.618 6.353
1.000 6.194
0.618 6.096
HIGH 5.937
0.618 5.839
0.500 5.809
0.382 5.778
LOW 5.680
0.618 5.521
1.000 5.423
1.618 5.264
2.618 5.007
4.250 4.588
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 5.882 5.873
PP 5.845 5.826
S1 5.809 5.780

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

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