NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 5.430 5.264 -0.166 -3.1% 5.609
High 5.460 5.286 -0.174 -3.2% 5.767
Low 5.217 5.110 -0.107 -2.1% 5.460
Close 5.258 5.181 -0.077 -1.5% 5.718
Range 0.243 0.176 -0.067 -27.6% 0.307
ATR 0.221 0.218 -0.003 -1.5% 0.000
Volume 11,723 13,250 1,527 13.0% 47,763
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.720 5.627 5.278
R3 5.544 5.451 5.229
R2 5.368 5.368 5.213
R1 5.275 5.275 5.197 5.234
PP 5.192 5.192 5.192 5.172
S1 5.099 5.099 5.165 5.058
S2 5.016 5.016 5.149
S3 4.840 4.923 5.133
S4 4.664 4.747 5.084
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.569 6.451 5.887
R3 6.262 6.144 5.802
R2 5.955 5.955 5.774
R1 5.837 5.837 5.746 5.896
PP 5.648 5.648 5.648 5.678
S1 5.530 5.530 5.690 5.589
S2 5.341 5.341 5.662
S3 5.034 5.223 5.634
S4 4.727 4.916 5.549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.767 5.110 0.657 12.7% 0.181 3.5% 11% False True 13,369
10 5.767 5.110 0.657 12.7% 0.187 3.6% 11% False True 13,582
20 5.956 5.110 0.846 16.3% 0.208 4.0% 8% False True 11,517
40 5.956 4.656 1.300 25.1% 0.210 4.1% 40% False False 9,100
60 5.956 4.656 1.300 25.1% 0.201 3.9% 40% False False 7,312
80 6.200 4.656 1.544 29.8% 0.192 3.7% 34% False False 6,136
100 6.200 4.656 1.544 29.8% 0.188 3.6% 34% False False 5,244
120 6.200 4.656 1.544 29.8% 0.171 3.3% 34% False False 4,492
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.034
2.618 5.747
1.618 5.571
1.000 5.462
0.618 5.395
HIGH 5.286
0.618 5.219
0.500 5.198
0.382 5.177
LOW 5.110
0.618 5.001
1.000 4.934
1.618 4.825
2.618 4.649
4.250 4.362
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 5.198 5.377
PP 5.192 5.311
S1 5.187 5.246

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

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