NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 5.757 5.947 0.190 3.3% 6.059
High 5.814 5.971 0.157 2.7% 6.160
Low 5.728 5.686 -0.042 -0.7% 5.829
Close 5.813 5.947 0.134 2.3% 5.943
Range 0.086 0.285 0.199 231.4% 0.331
ATR 0.197 0.203 0.006 3.2% 0.000
Volume 2,148 1,335 -813 -37.8% 10,134
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.723 6.620 6.104
R3 6.438 6.335 6.025
R2 6.153 6.153 5.999
R1 6.050 6.050 5.973 6.090
PP 5.868 5.868 5.868 5.888
S1 5.765 5.765 5.921 5.805
S2 5.583 5.583 5.895
S3 5.298 5.480 5.869
S4 5.013 5.195 5.790
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 8.6% 0.174 2.9% 58% False False 1,683
10 6.160 5.651 0.509 8.6% 0.173 2.9% 58% False False 1,751
20 6.160 5.651 0.509 8.6% 0.157 2.6% 58% False False 2,122
40 6.160 4.970 1.190 20.0% 0.167 2.8% 82% False False 1,969
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 7.182
2.618 6.717
1.618 6.432
1.000 6.256
0.618 6.147
HIGH 5.971
0.618 5.862
0.500 5.829
0.382 5.795
LOW 5.686
0.618 5.510
1.000 5.401
1.618 5.225
2.618 4.940
4.250 4.475
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 5.908 5.902
PP 5.868 5.856
S1 5.829 5.811

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

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