NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 5.934 6.012 0.078 1.3% 5.982
High 5.934 6.036 0.102 1.7% 6.075
Low 5.744 5.832 0.088 1.5% 5.649
Close 5.753 6.012 0.259 4.5% 5.695
Range 0.190 0.204 0.014 7.4% 0.426
ATR 0.211 0.216 0.005 2.5% 0.000
Volume 2,420 2,241 -179 -7.4% 7,497
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.572 6.496 6.124
R3 6.368 6.292 6.068
R2 6.164 6.164 6.049
R1 6.088 6.088 6.031 6.114
PP 5.960 5.960 5.960 5.973
S1 5.884 5.884 5.993 5.910
S2 5.756 5.756 5.975
S3 5.552 5.680 5.956
S4 5.348 5.476 5.900
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.084 6.816 5.929
R3 6.658 6.390 5.812
R2 6.232 6.232 5.773
R1 5.964 5.964 5.734 5.885
PP 5.806 5.806 5.806 5.767
S1 5.538 5.538 5.656 5.459
S2 5.380 5.380 5.617
S3 4.954 5.112 5.578
S4 4.528 4.686 5.461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.036 5.649 0.387 6.4% 0.193 3.2% 94% True False 2,239
10 6.075 5.649 0.426 7.1% 0.179 3.0% 85% False False 2,217
20 6.075 5.241 0.834 13.9% 0.189 3.1% 92% False False 2,405
40 6.075 4.848 1.227 20.4% 0.185 3.1% 95% False False 2,004
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 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.903
2.618 6.570
1.618 6.366
1.000 6.240
0.618 6.162
HIGH 6.036
0.618 5.958
0.500 5.934
0.382 5.910
LOW 5.832
0.618 5.706
1.000 5.628
1.618 5.502
2.618 5.298
4.250 4.965
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 5.986 5.971
PP 5.960 5.931
S1 5.934 5.890

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

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