NYMEX Natural Gas Future September 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 6.059 5.958 -0.101 -1.7% 6.076
High 6.056 6.023 -0.033 -0.5% 6.145
Low 5.962 5.850 -0.112 -1.9% 5.760
Close 6.059 5.848 -0.211 -3.5% 5.795
Range 0.094 0.173 0.079 84.0% 0.385
ATR 0.195 0.196 0.001 0.5% 0.000
Volume 3,087 1,147 -1,940 -62.8% 7,200
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.426 6.310 5.943
R3 6.253 6.137 5.896
R2 6.080 6.080 5.880
R1 5.964 5.964 5.864 5.936
PP 5.907 5.907 5.907 5.893
S1 5.791 5.791 5.832 5.763
S2 5.734 5.734 5.816
S3 5.561 5.618 5.800
S4 5.388 5.445 5.753
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.055 6.810 6.007
R3 6.670 6.425 5.901
R2 6.285 6.285 5.866
R1 6.040 6.040 5.830 5.970
PP 5.900 5.900 5.900 5.865
S1 5.655 5.655 5.760 5.585
S2 5.515 5.515 5.724
S3 5.130 5.270 5.689
S4 4.745 4.885 5.583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.125 5.760 0.365 6.2% 0.166 2.8% 24% False False 1,765
10 6.145 5.760 0.385 6.6% 0.151 2.6% 23% False False 2,238
20 6.145 5.302 0.843 14.4% 0.167 2.9% 65% False False 2,168
40 6.145 4.970 1.175 20.1% 0.157 2.7% 75% False False 2,066
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.758
2.618 6.476
1.618 6.303
1.000 6.196
0.618 6.130
HIGH 6.023
0.618 5.957
0.500 5.937
0.382 5.916
LOW 5.850
0.618 5.743
1.000 5.677
1.618 5.570
2.618 5.397
4.250 5.115
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 5.937 5.908
PP 5.907 5.888
S1 5.878 5.868

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

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