NYMEX Natural Gas Future September 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 5.842 5.860 0.018 0.3% 5.716
High 5.990 5.947 -0.043 -0.7% 5.990
Low 5.739 5.860 0.121 2.1% 5.651
Close 5.842 5.928 0.086 1.5% 5.928
Range 0.251 0.087 -0.164 -65.3% 0.339
ATR 0.206 0.199 -0.007 -3.5% 0.000
Volume 1,817 1,421 -396 -21.8% 7,939
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.173 6.137 5.976
R3 6.086 6.050 5.952
R2 5.999 5.999 5.944
R1 5.963 5.963 5.936 5.981
PP 5.912 5.912 5.912 5.921
S1 5.876 5.876 5.920 5.894
S2 5.825 5.825 5.912
S3 5.738 5.789 5.904
S4 5.651 5.702 5.880
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.873 6.740 6.114
R3 6.534 6.401 6.021
R2 6.195 6.195 5.990
R1 6.062 6.062 5.959 6.129
PP 5.856 5.856 5.856 5.890
S1 5.723 5.723 5.897 5.790
S2 5.517 5.517 5.866
S3 5.178 5.384 5.835
S4 4.839 5.045 5.742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.990 5.651 0.339 5.7% 0.176 3.0% 82% False False 1,587
10 6.160 5.651 0.509 8.6% 0.162 2.7% 54% False False 1,807
20 6.160 5.651 0.509 8.6% 0.162 2.7% 54% False False 2,123
40 6.160 4.970 1.190 20.1% 0.167 2.8% 81% False False 1,985
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 0.032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.317
2.618 6.175
1.618 6.088
1.000 6.034
0.618 6.001
HIGH 5.947
0.618 5.914
0.500 5.904
0.382 5.893
LOW 5.860
0.618 5.806
1.000 5.773
1.618 5.719
2.618 5.632
4.250 5.490
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 5.920 5.898
PP 5.912 5.868
S1 5.904 5.838

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

View Archives - Comment on this page... - Back to Index of Symbols