NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 5.452 5.600 0.148 2.7% 5.596
High 5.675 5.804 0.129 2.3% 5.804
Low 5.452 5.594 0.142 2.6% 5.431
Close 5.568 5.750 0.182 3.3% 5.750
Range 0.223 0.210 -0.013 -5.8% 0.373
ATR 0.263 0.261 -0.002 -0.7% 0.000
Volume 40,131 67,116 26,985 67.2% 263,979
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.346 6.258 5.866
R3 6.136 6.048 5.808
R2 5.926 5.926 5.789
R1 5.838 5.838 5.769 5.882
PP 5.716 5.716 5.716 5.738
S1 5.628 5.628 5.731 5.672
S2 5.506 5.506 5.712
S3 5.296 5.418 5.692
S4 5.086 5.208 5.635
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.781 6.638 5.955
R3 6.408 6.265 5.853
R2 6.035 6.035 5.818
R1 5.892 5.892 5.784 5.964
PP 5.662 5.662 5.662 5.697
S1 5.519 5.519 5.716 5.591
S2 5.289 5.289 5.682
S3 4.916 5.146 5.647
S4 4.543 4.773 5.545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.804 5.431 0.373 6.5% 0.206 3.6% 86% True False 71,593
10 5.810 5.327 0.483 8.4% 0.242 4.2% 88% False False 65,739
20 6.027 5.327 0.700 12.2% 0.252 4.4% 60% False False 46,508
40 6.027 4.550 1.477 25.7% 0.258 4.5% 81% False False 39,112
60 6.027 4.550 1.477 25.7% 0.237 4.1% 81% False False 29,983
80 6.242 4.550 1.692 29.4% 0.232 4.0% 71% False False 24,462
100 6.242 4.550 1.692 29.4% 0.226 3.9% 71% False False 20,703
120 6.242 4.550 1.692 29.4% 0.209 3.6% 71% False False 17,786
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 0.061
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.697
2.618 6.354
1.618 6.144
1.000 6.014
0.618 5.934
HIGH 5.804
0.618 5.724
0.500 5.699
0.382 5.674
LOW 5.594
0.618 5.464
1.000 5.384
1.618 5.254
2.618 5.044
4.250 4.702
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 5.733 5.707
PP 5.716 5.665
S1 5.699 5.622

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

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