NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 5.661 5.760 0.099 1.7% 5.725
High 5.810 5.781 -0.029 -0.5% 5.940
Low 5.661 5.547 -0.114 -2.0% 5.462
Close 5.802 5.563 -0.239 -4.1% 5.505
Range 0.149 0.234 0.085 57.0% 0.478
ATR 0.240 0.241 0.001 0.5% 0.000
Volume 17,392 16,704 -688 -4.0% 48,351
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.332 6.182 5.692
R3 6.098 5.948 5.627
R2 5.864 5.864 5.606
R1 5.714 5.714 5.584 5.672
PP 5.630 5.630 5.630 5.610
S1 5.480 5.480 5.542 5.438
S2 5.396 5.396 5.520
S3 5.162 5.246 5.499
S4 4.928 5.012 5.434
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.070 6.765 5.768
R3 6.592 6.287 5.636
R2 6.114 6.114 5.593
R1 5.809 5.809 5.549 5.723
PP 5.636 5.636 5.636 5.592
S1 5.331 5.331 5.461 5.245
S2 5.158 5.158 5.417
S3 4.680 4.853 5.374
S4 4.202 4.375 5.242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.940 5.462 0.478 8.6% 0.218 3.9% 21% False False 14,011
10 5.940 5.462 0.478 8.6% 0.226 4.1% 21% False False 14,341
20 5.940 4.820 1.120 20.1% 0.229 4.1% 66% False False 18,190
40 5.940 4.595 1.345 24.2% 0.216 3.9% 72% False False 14,887
60 6.180 4.595 1.585 28.5% 0.209 3.8% 61% False False 12,576
80 6.180 4.595 1.585 28.5% 0.206 3.7% 61% False False 11,023
100 6.180 4.595 1.585 28.5% 0.190 3.4% 61% False False 9,402
120 6.180 4.595 1.585 28.5% 0.182 3.3% 61% False False 8,209
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 0.053
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.776
2.618 6.394
1.618 6.160
1.000 6.015
0.618 5.926
HIGH 5.781
0.618 5.692
0.500 5.664
0.382 5.636
LOW 5.547
0.618 5.402
1.000 5.313
1.618 5.168
2.618 4.934
4.250 4.553
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 5.664 5.636
PP 5.630 5.612
S1 5.597 5.587

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

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