NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 14-Jan-2010
Day Change Summary
Previous Current
13-Jan-2010 14-Jan-2010 Change Change % Previous Week
Open 5.538 5.698 0.160 2.9% 5.728
High 5.742 5.752 0.010 0.2% 5.956
Low 5.434 5.490 0.056 1.0% 5.588
Close 5.710 5.592 -0.118 -2.1% 5.707
Range 0.308 0.262 -0.046 -14.9% 0.368
ATR 0.240 0.242 0.002 0.7% 0.000
Volume 13,158 18,693 5,535 42.1% 47,434
Daily Pivots for day following 14-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.397 6.257 5.736
R3 6.135 5.995 5.664
R2 5.873 5.873 5.640
R1 5.733 5.733 5.616 5.672
PP 5.611 5.611 5.611 5.581
S1 5.471 5.471 5.568 5.410
S2 5.349 5.349 5.544
S3 5.087 5.209 5.520
S4 4.825 4.947 5.448
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.854 6.649 5.909
R3 6.486 6.281 5.808
R2 6.118 6.118 5.774
R1 5.913 5.913 5.741 5.832
PP 5.750 5.750 5.750 5.710
S1 5.545 5.545 5.673 5.464
S2 5.382 5.382 5.640
S3 5.014 5.177 5.606
S4 4.646 4.809 5.505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.785 5.371 0.414 7.4% 0.242 4.3% 53% False False 13,938
10 5.956 5.371 0.585 10.5% 0.235 4.2% 38% False False 10,970
20 5.956 5.371 0.585 10.5% 0.218 3.9% 38% False False 8,884
40 5.956 4.656 1.300 23.2% 0.221 4.0% 72% False False 6,924
60 6.200 4.656 1.544 27.6% 0.200 3.6% 61% False False 5,860
80 6.200 4.656 1.544 27.6% 0.189 3.4% 61% False False 4,903
100 6.200 4.656 1.544 27.6% 0.181 3.2% 61% False False 4,165
120 6.200 4.656 1.544 27.6% 0.167 3.0% 61% False False 3,555
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 0.051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.866
2.618 6.438
1.618 6.176
1.000 6.014
0.618 5.914
HIGH 5.752
0.618 5.652
0.500 5.621
0.382 5.590
LOW 5.490
0.618 5.328
1.000 5.228
1.618 5.066
2.618 4.804
4.250 4.377
Fisher Pivots for day following 14-Jan-2010
Pivot 1 day 3 day
R1 5.621 5.582
PP 5.611 5.572
S1 5.602 5.562

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

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