NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 5.870 5.703 -0.167 -2.8% 5.661
High 5.930 5.741 -0.189 -3.2% 5.930
Low 5.661 5.546 -0.115 -2.0% 5.546
Close 5.704 5.664 -0.040 -0.7% 5.664
Range 0.269 0.195 -0.074 -27.5% 0.384
ATR 0.250 0.246 -0.004 -1.6% 0.000
Volume 37,371 32,131 -5,240 -14.0% 121,377
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.235 6.145 5.771
R3 6.040 5.950 5.718
R2 5.845 5.845 5.700
R1 5.755 5.755 5.682 5.703
PP 5.650 5.650 5.650 5.624
S1 5.560 5.560 5.646 5.508
S2 5.455 5.455 5.628
S3 5.260 5.365 5.610
S4 5.065 5.170 5.557
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.865 6.649 5.875
R3 6.481 6.265 5.770
R2 6.097 6.097 5.734
R1 5.881 5.881 5.699 5.989
PP 5.713 5.713 5.713 5.768
S1 5.497 5.497 5.629 5.605
S2 5.329 5.329 5.594
S3 4.945 5.113 5.558
S4 4.561 4.729 5.453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.930 5.546 0.384 6.8% 0.235 4.2% 31% False True 24,275
10 5.940 5.462 0.478 8.4% 0.235 4.2% 42% False False 18,373
20 5.940 4.971 0.969 17.1% 0.231 4.1% 72% False False 19,193
40 5.940 4.595 1.345 23.7% 0.224 4.0% 79% False False 16,256
60 6.180 4.595 1.585 28.0% 0.211 3.7% 67% False False 13,697
80 6.180 4.595 1.585 28.0% 0.205 3.6% 67% False False 11,884
100 6.180 4.595 1.585 28.0% 0.195 3.4% 67% False False 10,199
120 6.180 4.595 1.585 28.0% 0.184 3.2% 67% False False 8,869
Crabel Price Patterns
NR True
NR4 True
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 0.033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.570
2.618 6.252
1.618 6.057
1.000 5.936
0.618 5.862
HIGH 5.741
0.618 5.667
0.500 5.644
0.382 5.620
LOW 5.546
0.618 5.425
1.000 5.351
1.618 5.230
2.618 5.035
4.250 4.717
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 5.657 5.738
PP 5.650 5.713
S1 5.644 5.689

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

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