NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 5.864 5.835 -0.029 -0.5% 5.616
High 5.900 5.856 -0.044 -0.7% 5.900
Low 5.647 5.674 0.027 0.5% 5.547
Close 5.749 5.835 0.086 1.5% 5.835
Range 0.253 0.182 -0.071 -28.1% 0.353
ATR 0.221 0.218 -0.003 -1.3% 0.000
Volume 6,638 6,225 -413 -6.2% 25,490
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.334 6.267 5.935
R3 6.152 6.085 5.885
R2 5.970 5.970 5.868
R1 5.903 5.903 5.852 5.926
PP 5.788 5.788 5.788 5.800
S1 5.721 5.721 5.818 5.744
S2 5.606 5.606 5.802
S3 5.424 5.539 5.785
S4 5.242 5.357 5.735
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.820 6.680 6.029
R3 6.467 6.327 5.932
R2 6.114 6.114 5.900
R1 5.974 5.974 5.867 6.044
PP 5.761 5.761 5.761 5.796
S1 5.621 5.621 5.803 5.691
S2 5.408 5.408 5.770
S3 5.055 5.268 5.738
S4 4.702 4.915 5.641
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.900 5.547 0.353 6.0% 0.218 3.7% 82% False False 5,098
10 6.050 5.547 0.503 8.6% 0.192 3.3% 57% False False 4,033
20 6.075 5.547 0.528 9.0% 0.196 3.4% 55% False False 3,154
40 6.075 4.848 1.227 21.0% 0.196 3.4% 80% False False 2,601
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.630
2.618 6.332
1.618 6.150
1.000 6.038
0.618 5.968
HIGH 5.856
0.618 5.786
0.500 5.765
0.382 5.744
LOW 5.674
0.618 5.562
1.000 5.492
1.618 5.380
2.618 5.198
4.250 4.901
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 5.812 5.804
PP 5.788 5.773
S1 5.765 5.743

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

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