NYMEX Natural Gas Future March 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 5.954 5.763 -0.191 -3.2% 5.677
High 6.027 5.810 -0.217 -3.6% 6.027
Low 5.707 5.586 -0.121 -2.1% 5.574
Close 5.756 5.712 -0.044 -0.8% 5.712
Range 0.320 0.224 -0.096 -30.0% 0.453
ATR 0.273 0.270 -0.004 -1.3% 0.000
Volume 63,140 50,039 -13,101 -20.7% 205,216
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.375 6.267 5.835
R3 6.151 6.043 5.774
R2 5.927 5.927 5.753
R1 5.819 5.819 5.733 5.761
PP 5.703 5.703 5.703 5.674
S1 5.595 5.595 5.691 5.537
S2 5.479 5.479 5.671
S3 5.255 5.371 5.650
S4 5.031 5.147 5.589
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.130 6.874 5.961
R3 6.677 6.421 5.837
R2 6.224 6.224 5.795
R1 5.968 5.968 5.754 6.096
PP 5.771 5.771 5.771 5.835
S1 5.515 5.515 5.670 5.643
S2 5.318 5.318 5.629
S3 4.865 5.062 5.587
S4 4.412 4.609 5.463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.027 5.574 0.453 7.9% 0.270 4.7% 30% False False 41,043
10 6.027 5.472 0.555 9.7% 0.260 4.6% 43% False False 29,327
20 6.027 4.937 1.090 19.1% 0.255 4.5% 71% False False 33,648
40 6.027 4.550 1.477 25.9% 0.244 4.3% 79% False False 26,783
60 6.242 4.550 1.692 29.6% 0.233 4.1% 69% False False 21,061
80 6.242 4.550 1.692 29.6% 0.226 4.0% 69% False False 17,515
100 6.242 4.550 1.692 29.6% 0.213 3.7% 69% False False 14,943
120 6.242 4.550 1.692 29.6% 0.202 3.5% 69% False False 12,930
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 0.052
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.762
2.618 6.396
1.618 6.172
1.000 6.034
0.618 5.948
HIGH 5.810
0.618 5.724
0.500 5.698
0.382 5.672
LOW 5.586
0.618 5.448
1.000 5.362
1.618 5.224
2.618 5.000
4.250 4.634
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 5.707 5.807
PP 5.703 5.775
S1 5.698 5.744

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

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