NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 5.400 5.230 -0.170 -3.1% 5.596
High 5.440 5.258 -0.182 -3.3% 5.804
Low 5.182 5.060 -0.122 -2.4% 5.431
Close 5.224 5.138 -0.086 -1.6% 5.750
Range 0.258 0.198 -0.060 -23.3% 0.373
ATR 0.257 0.253 -0.004 -1.6% 0.000
Volume 109,839 109,503 -336 -0.3% 263,979
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.746 5.640 5.247
R3 5.548 5.442 5.192
R2 5.350 5.350 5.174
R1 5.244 5.244 5.156 5.198
PP 5.152 5.152 5.152 5.129
S1 5.046 5.046 5.120 5.000
S2 4.954 4.954 5.102
S3 4.756 4.848 5.084
S4 4.558 4.650 5.029
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 5.060 0.744 14.5% 0.227 4.4% 10% False True 85,405
10 5.804 5.060 0.744 14.5% 0.226 4.4% 10% False True 80,903
20 6.027 5.060 0.967 18.8% 0.253 4.9% 8% False True 60,322
40 6.027 4.550 1.477 28.7% 0.248 4.8% 40% False False 46,613
60 6.027 4.550 1.477 28.7% 0.238 4.6% 40% False False 35,437
80 6.242 4.550 1.692 32.9% 0.231 4.5% 35% False False 28,602
100 6.242 4.550 1.692 32.9% 0.230 4.5% 35% False False 24,119
120 6.242 4.550 1.692 32.9% 0.210 4.1% 35% False False 20,658
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 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.100
2.618 5.776
1.618 5.578
1.000 5.456
0.618 5.380
HIGH 5.258
0.618 5.182
0.500 5.159
0.382 5.136
LOW 5.060
0.618 4.938
1.000 4.862
1.618 4.740
2.618 4.542
4.250 4.219
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 5.159 5.364
PP 5.152 5.289
S1 5.145 5.213

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

View Archives - Comment on this page... - Back to Index of Symbols