NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 5.572 5.596 0.024 0.4% 5.534
High 5.707 5.661 -0.046 -0.8% 5.769
Low 5.500 5.431 -0.069 -1.3% 5.327
Close 5.671 5.536 -0.135 -2.4% 5.671
Range 0.207 0.230 0.023 11.1% 0.442
ATR 0.276 0.274 -0.003 -0.9% 0.000
Volume 93,989 70,561 -23,428 -24.9% 343,374
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.233 6.114 5.663
R3 6.003 5.884 5.599
R2 5.773 5.773 5.578
R1 5.654 5.654 5.557 5.599
PP 5.543 5.543 5.543 5.515
S1 5.424 5.424 5.515 5.369
S2 5.313 5.313 5.494
S3 5.083 5.194 5.473
S4 4.853 4.964 5.410
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.915 6.735 5.914
R3 6.473 6.293 5.793
R2 6.031 6.031 5.752
R1 5.851 5.851 5.712 5.941
PP 5.589 5.589 5.589 5.634
S1 5.409 5.409 5.630 5.499
S2 5.147 5.147 5.590
S3 4.705 4.967 5.549
S4 4.263 4.525 5.428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.769 5.327 0.442 8.0% 0.268 4.8% 47% False False 73,582
10 6.027 5.327 0.700 12.6% 0.278 5.0% 30% False False 59,478
20 6.027 5.327 0.700 12.6% 0.256 4.6% 30% False False 41,787
40 6.027 4.550 1.477 26.7% 0.257 4.6% 67% False False 35,274
60 6.137 4.550 1.587 28.7% 0.239 4.3% 62% False False 27,207
80 6.242 4.550 1.692 30.6% 0.231 4.2% 58% False False 22,246
100 6.242 4.550 1.692 30.6% 0.223 4.0% 58% False False 18,861
120 6.242 4.550 1.692 30.6% 0.208 3.8% 58% False False 16,238
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 0.070
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.639
2.618 6.263
1.618 6.033
1.000 5.891
0.618 5.803
HIGH 5.661
0.618 5.573
0.500 5.546
0.382 5.519
LOW 5.431
0.618 5.289
1.000 5.201
1.618 5.059
2.618 4.829
4.250 4.454
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 5.546 5.600
PP 5.543 5.579
S1 5.539 5.557

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

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