NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 5.716 5.757 0.041 0.7% 6.059
High 5.820 5.814 -0.006 -0.1% 6.160
Low 5.651 5.728 0.077 1.4% 5.829
Close 5.716 5.813 0.097 1.7% 5.943
Range 0.169 0.086 -0.083 -49.1% 0.331
ATR 0.204 0.197 -0.008 -3.7% 0.000
Volume 1,218 2,148 930 76.4% 10,134
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.043 6.014 5.860
R3 5.957 5.928 5.837
R2 5.871 5.871 5.829
R1 5.842 5.842 5.821 5.857
PP 5.785 5.785 5.785 5.792
S1 5.756 5.756 5.805 5.771
S2 5.699 5.699 5.797
S3 5.613 5.670 5.789
S4 5.527 5.584 5.766
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.970 6.788 6.125
R3 6.639 6.457 6.034
R2 6.308 6.308 6.004
R1 6.126 6.126 5.973 6.052
PP 5.977 5.977 5.977 5.940
S1 5.795 5.795 5.913 5.721
S2 5.646 5.646 5.882
S3 5.315 5.464 5.852
S4 4.984 5.133 5.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.160 5.651 0.509 8.8% 0.146 2.5% 32% False False 1,853
10 6.160 5.651 0.509 8.8% 0.156 2.7% 32% False False 1,809
20 6.160 5.636 0.524 9.0% 0.151 2.6% 34% False False 2,123
40 6.160 4.970 1.190 20.5% 0.162 2.8% 71% False False 1,972
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.180
2.618 6.039
1.618 5.953
1.000 5.900
0.618 5.867
HIGH 5.814
0.618 5.781
0.500 5.771
0.382 5.761
LOW 5.728
0.618 5.675
1.000 5.642
1.618 5.589
2.618 5.503
4.250 5.363
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 5.799 5.808
PP 5.785 5.803
S1 5.771 5.799

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

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