NYMEX Natural Gas Future May 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 5.728 5.739 0.011 0.2% 5.810
High 5.838 5.810 -0.028 -0.5% 5.953
Low 5.711 5.593 -0.118 -2.1% 5.486
Close 5.837 5.608 -0.229 -3.9% 5.545
Range 0.127 0.217 0.090 70.9% 0.467
ATR 0.227 0.228 0.001 0.5% 0.000
Volume 5,936 6,097 161 2.7% 22,972
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.321 6.182 5.727
R3 6.104 5.965 5.668
R2 5.887 5.887 5.648
R1 5.748 5.748 5.628 5.709
PP 5.670 5.670 5.670 5.651
S1 5.531 5.531 5.588 5.492
S2 5.453 5.453 5.568
S3 5.236 5.314 5.548
S4 5.019 5.097 5.489
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.062 6.771 5.802
R3 6.595 6.304 5.673
R2 6.128 6.128 5.631
R1 5.837 5.837 5.588 5.749
PP 5.661 5.661 5.661 5.618
S1 5.370 5.370 5.502 5.282
S2 5.194 5.194 5.459
S3 4.727 4.903 5.417
S4 4.260 4.436 5.288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.953 5.486 0.467 8.3% 0.203 3.6% 26% False False 5,756
10 5.953 5.486 0.467 8.3% 0.206 3.7% 26% False False 5,954
20 5.953 4.853 1.100 19.6% 0.216 3.8% 69% False False 6,658
40 5.953 4.656 1.297 23.1% 0.202 3.6% 73% False False 5,283
60 6.200 4.656 1.544 27.5% 0.191 3.4% 62% False False 4,526
80 6.200 4.656 1.544 27.5% 0.186 3.3% 62% False False 3,899
100 6.200 4.656 1.544 27.5% 0.169 3.0% 62% False False 3,278
120 6.200 4.656 1.544 27.5% 0.161 2.9% 62% False False 2,816
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.732
2.618 6.378
1.618 6.161
1.000 6.027
0.618 5.944
HIGH 5.810
0.618 5.727
0.500 5.702
0.382 5.676
LOW 5.593
0.618 5.459
1.000 5.376
1.618 5.242
2.618 5.025
4.250 4.671
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 5.702 5.662
PP 5.670 5.644
S1 5.639 5.626

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

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