NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 5.908 5.854 -0.054 -0.9% 5.804
High 5.960 5.920 -0.040 -0.7% 5.960
Low 5.711 5.846 0.135 2.4% 5.622
Close 5.815 5.901 0.086 1.5% 5.901
Range 0.249 0.074 -0.175 -70.3% 0.338
ATR 0.213 0.205 -0.008 -3.6% 0.000
Volume 1,814 2,097 283 15.6% 9,761
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.111 6.080 5.942
R3 6.037 6.006 5.921
R2 5.963 5.963 5.915
R1 5.932 5.932 5.908 5.948
PP 5.889 5.889 5.889 5.897
S1 5.858 5.858 5.894 5.874
S2 5.815 5.815 5.887
S3 5.741 5.784 5.881
S4 5.667 5.710 5.860
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.842 6.709 6.087
R3 6.504 6.371 5.994
R2 6.166 6.166 5.963
R1 6.033 6.033 5.932 6.100
PP 5.828 5.828 5.828 5.861
S1 5.695 5.695 5.870 5.762
S2 5.490 5.490 5.839
S3 5.152 5.357 5.808
S4 4.814 5.019 5.715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.960 5.622 0.338 5.7% 0.168 2.9% 83% False False 1,952
10 6.111 5.622 0.489 8.3% 0.165 2.8% 57% False False 2,869
20 6.111 5.622 0.489 8.3% 0.178 3.0% 57% False False 2,853
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 0.022
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6.235
2.618 6.114
1.618 6.040
1.000 5.994
0.618 5.966
HIGH 5.920
0.618 5.892
0.500 5.883
0.382 5.874
LOW 5.846
0.618 5.800
1.000 5.772
1.618 5.726
2.618 5.652
4.250 5.532
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 5.895 5.874
PP 5.889 5.847
S1 5.883 5.820

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

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