NYMEX Natural Gas Future August 2010

Trading Metrics calculated at close of trading on 26-Jan-2010

Day Change Summary
	Previous	Current
	25-Jan-2010	26-Jan-2010	Change	Change %	Previous Week
Open	5.870	5.780	-0.090	-1.5%	5.762
High	5.940	5.780	-0.160	-2.7%	5.951
Low	5.819	5.640	-0.179	-3.1%	5.696
Close	5.849	5.674	-0.175	-3.0%	5.911
Range	0.121	0.140	0.019	15.7%	0.255
ATR	0.187	0.188	0.002	0.9%	0.000
Volume	3,324	1,723	-1,601	-48.2%	6,946

Daily Pivots for day following 26-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.118	6.036	5.751
R3	5.978	5.896	5.713
R2	5.838	5.838	5.700
R1	5.756	5.756	5.687	5.727
PP	5.698	5.698	5.698	5.684
S1	5.616	5.616	5.661	5.587
S2	5.558	5.558	5.648
S3	5.418	5.476	5.636
S4	5.278	5.336	5.597

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6.618	6.519	6.051
R3	6.363	6.264	5.981
R2	6.108	6.108	5.958
R1	6.009	6.009	5.934	6.059
PP	5.853	5.853	5.853	5.877
S1	5.754	5.754	5.888	5.804
S2	5.598	5.598	5.864
S3	5.343	5.499	5.841
S4	5.088	5.244	5.771

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.951	5.640	0.311	5.5%	0.129	2.3%	11%	False	True	2,023
10	5.960	5.640	0.320	5.6%	0.143	2.5%	11%	False	True	2,039
20	6.111	5.622	0.489	8.6%	0.153	2.7%	11%	False	False	2,576
40	6.111	4.920	1.191	21.0%	0.175	3.1%	63%	False	False	2,647

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	0.034
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.375
2.618	6.147
1.618	6.007
1.000	5.920
0.618	5.867
HIGH	5.780
0.618	5.727
0.500	5.710
0.382	5.693
LOW	5.640
0.618	5.553
1.000	5.500
1.618	5.413
2.618	5.273
4.250	5.045

Fisher Pivots for day following 26-Jan-2010
Pivot	1 day	3 day
R1	5.710	5.796
PP	5.698	5.755
S1	5.686	5.715

Download as Excel Spreadsheet

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

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