NYMEX Natural Gas Future April 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 5.450 5.570 0.120 2.2% 5.600
High 5.634 5.738 0.104 1.8% 5.738
Low 5.413 5.551 0.138 2.5% 5.408
Close 5.529 5.688 0.159 2.9% 5.688
Range 0.221 0.187 -0.034 -15.4% 0.330
ATR 0.242 0.239 -0.002 -1.0% 0.000
Volume 19,095 25,261 6,166 32.3% 83,477
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.220 6.141 5.791
R3 6.033 5.954 5.739
R2 5.846 5.846 5.722
R1 5.767 5.767 5.705 5.807
PP 5.659 5.659 5.659 5.679
S1 5.580 5.580 5.671 5.620
S2 5.472 5.472 5.654
S3 5.285 5.393 5.637
S4 5.098 5.206 5.585
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.601 6.475 5.870
R3 6.271 6.145 5.779
R2 5.941 5.941 5.749
R1 5.815 5.815 5.718 5.878
PP 5.611 5.611 5.611 5.643
S1 5.485 5.485 5.658 5.548
S2 5.281 5.281 5.628
S3 4.951 5.155 5.597
S4 4.621 4.825 5.507
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.738 5.408 0.330 5.8% 0.190 3.3% 85% True False 23,421
10 5.741 5.312 0.429 7.5% 0.223 3.9% 88% False False 26,102
20 5.940 5.312 0.628 11.0% 0.230 4.0% 60% False False 21,426
40 5.940 4.595 1.345 23.6% 0.236 4.1% 81% False False 19,770
60 5.940 4.595 1.345 23.6% 0.217 3.8% 81% False False 16,312
80 6.180 4.595 1.585 27.9% 0.211 3.7% 69% False False 14,168
100 6.180 4.595 1.585 27.9% 0.207 3.6% 69% False False 12,298
120 6.180 4.595 1.585 27.9% 0.190 3.3% 69% False False 10,606
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 0.055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.533
2.618 6.228
1.618 6.041
1.000 5.925
0.618 5.854
HIGH 5.738
0.618 5.667
0.500 5.645
0.382 5.622
LOW 5.551
0.618 5.435
1.000 5.364
1.618 5.248
2.618 5.061
4.250 4.756
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 5.674 5.651
PP 5.659 5.613
S1 5.645 5.576

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

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