NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 5.542 5.721 0.179 3.2% 5.677
High 5.755 5.769 0.014 0.2% 6.027
Low 5.399 5.458 0.059 1.1% 5.574
Close 5.704 5.570 -0.134 -2.3% 5.712
Range 0.356 0.311 -0.045 -12.6% 0.453
ATR 0.279 0.282 0.002 0.8% 0.000
Volume 50,083 91,159 41,076 82.0% 205,216
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.532 6.362 5.741
R3 6.221 6.051 5.656
R2 5.910 5.910 5.627
R1 5.740 5.740 5.599 5.670
PP 5.599 5.599 5.599 5.564
S1 5.429 5.429 5.541 5.359
S2 5.288 5.288 5.513
S3 4.977 5.118 5.484
S4 4.666 4.807 5.399
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 5.810 5.327 0.483 8.7% 0.278 5.0% 50% False False 59,884
10 6.027 5.327 0.700 12.6% 0.288 5.2% 35% False False 47,078
20 6.027 5.327 0.700 12.6% 0.261 4.7% 35% False False 37,030
40 6.027 4.550 1.477 26.5% 0.257 4.6% 69% False False 31,740
60 6.242 4.550 1.692 30.4% 0.237 4.3% 60% False False 24,687
80 6.242 4.550 1.692 30.4% 0.229 4.1% 60% False False 20,278
100 6.242 4.550 1.692 30.4% 0.221 4.0% 60% False False 17,329
120 6.242 4.550 1.692 30.4% 0.206 3.7% 60% False False 14,892
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 0.071
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.091
2.618 6.583
1.618 6.272
1.000 6.080
0.618 5.961
HIGH 5.769
0.618 5.650
0.500 5.614
0.382 5.577
LOW 5.458
0.618 5.266
1.000 5.147
1.618 4.955
2.618 4.644
4.250 4.136
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 5.614 5.563
PP 5.599 5.555
S1 5.585 5.548

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

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