NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 6.033 5.827 -0.206 -3.4% 5.705
High 6.108 5.853 -0.255 -4.2% 6.108
Low 5.763 5.621 -0.142 -2.5% 5.615
Close 5.806 5.749 -0.057 -1.0% 5.749
Range 0.345 0.232 -0.113 -32.8% 0.493
ATR 0.288 0.284 -0.004 -1.4% 0.000
Volume 140,611 135,113 -5,498 -3.9% 513,483
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.437 6.325 5.877
R3 6.205 6.093 5.813
R2 5.973 5.973 5.792
R1 5.861 5.861 5.770 5.801
PP 5.741 5.741 5.741 5.711
S1 5.629 5.629 5.728 5.569
S2 5.509 5.509 5.706
S3 5.277 5.397 5.685
S4 5.045 5.165 5.621
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.303 7.019 6.020
R3 6.810 6.526 5.885
R2 6.317 6.317 5.839
R1 6.033 6.033 5.794 6.175
PP 5.824 5.824 5.824 5.895
S1 5.540 5.540 5.704 5.682
S2 5.331 5.331 5.659
S3 4.838 5.047 5.613
S4 4.345 4.554 5.478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.108 5.615 0.493 8.6% 0.287 5.0% 27% False False 102,696
10 6.108 5.505 0.603 10.5% 0.277 4.8% 40% False False 74,545
20 6.108 4.897 1.211 21.1% 0.272 4.7% 70% False False 68,566
40 6.108 4.520 1.588 27.6% 0.258 4.5% 77% False False 46,634
60 6.300 4.520 1.780 31.0% 0.244 4.2% 69% False False 34,114
80 6.300 4.520 1.780 31.0% 0.237 4.1% 69% False False 26,808
100 6.300 4.520 1.780 31.0% 0.221 3.9% 69% False False 21,912
120 6.300 4.520 1.780 31.0% 0.209 3.6% 69% False False 18,519
Crabel Price Patterns
NR True
NR4 True
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 0.055
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.839
2.618 6.460
1.618 6.228
1.000 6.085
0.618 5.996
HIGH 5.853
0.618 5.764
0.500 5.737
0.382 5.710
LOW 5.621
0.618 5.478
1.000 5.389
1.618 5.246
2.618 5.014
4.250 4.635
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 5.745 5.865
PP 5.741 5.826
S1 5.737 5.788

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

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