NYMEX Natural Gas Future February 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 5.707 5.460 -0.247 -4.3% 5.640
High 5.721 5.482 -0.239 -4.2% 5.869
Low 5.434 5.223 -0.211 -3.9% 5.444
Close 5.485 5.274 -0.211 -3.8% 5.819
Range 0.287 0.259 -0.028 -9.8% 0.425
ATR 0.269 0.268 0.000 -0.2% 0.000
Volume 85,294 65,645 -19,649 -23.0% 443,575
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.103 5.948 5.416
R3 5.844 5.689 5.345
R2 5.585 5.585 5.321
R1 5.430 5.430 5.298 5.378
PP 5.326 5.326 5.326 5.301
S1 5.171 5.171 5.250 5.119
S2 5.067 5.067 5.227
S3 4.808 4.912 5.203
S4 4.549 4.653 5.132
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.986 6.827 6.053
R3 6.561 6.402 5.936
R2 6.136 6.136 5.897
R1 5.977 5.977 5.858 6.057
PP 5.711 5.711 5.711 5.750
S1 5.552 5.552 5.780 5.632
S2 5.286 5.286 5.741
S3 4.861 5.127 5.702
S4 4.436 4.702 5.585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.869 5.223 0.646 12.2% 0.241 4.6% 8% False True 88,563
10 5.869 5.223 0.646 12.2% 0.250 4.7% 8% False True 112,766
20 6.108 5.223 0.885 16.8% 0.263 5.0% 6% False True 101,034
40 6.108 4.520 1.588 30.1% 0.263 5.0% 47% False False 75,031
60 6.108 4.520 1.588 30.1% 0.251 4.8% 47% False False 55,254
80 6.300 4.520 1.780 33.8% 0.243 4.6% 42% False False 43,177
100 6.300 4.520 1.780 33.8% 0.239 4.5% 42% False False 35,152
120 6.300 4.520 1.780 33.8% 0.217 4.1% 42% False False 29,603
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 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.583
2.618 6.160
1.618 5.901
1.000 5.741
0.618 5.642
HIGH 5.482
0.618 5.383
0.500 5.353
0.382 5.322
LOW 5.223
0.618 5.063
1.000 4.964
1.618 4.804
2.618 4.545
4.250 4.122
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 5.353 5.539
PP 5.326 5.450
S1 5.300 5.362

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

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