NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 5.706 5.908 0.202 3.5% 5.953
High 5.937 5.960 0.023 0.4% 6.111
Low 5.680 5.711 0.031 0.5% 5.800
Close 5.919 5.815 -0.104 -1.8% 5.913
Range 0.257 0.249 -0.008 -3.1% 0.311
ATR 0.210 0.213 0.003 1.3% 0.000
Volume 1,651 1,814 163 9.9% 18,934
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.576 6.444 5.952
R3 6.327 6.195 5.883
R2 6.078 6.078 5.861
R1 5.946 5.946 5.838 5.888
PP 5.829 5.829 5.829 5.799
S1 5.697 5.697 5.792 5.639
S2 5.580 5.580 5.769
S3 5.331 5.448 5.747
S4 5.082 5.199 5.678
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 5.980 5.622 0.358 6.2% 0.190 3.3% 54% False False 2,058
10 6.111 5.622 0.489 8.4% 0.186 3.2% 39% False False 2,840
20 6.111 5.622 0.489 8.4% 0.180 3.1% 39% False False 2,928
Crabel Price Patterns
NR True
NR4 False
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.018
2.618 6.612
1.618 6.363
1.000 6.209
0.618 6.114
HIGH 5.960
0.618 5.865
0.500 5.836
0.382 5.806
LOW 5.711
0.618 5.557
1.000 5.462
1.618 5.308
2.618 5.059
4.250 4.653
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 5.836 5.820
PP 5.829 5.818
S1 5.822 5.817

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

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