NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 5.860 5.791 -0.069 -1.2% 5.716
High 5.947 5.901 -0.046 -0.8% 5.990
Low 5.860 5.730 -0.130 -2.2% 5.651
Close 5.928 5.791 -0.137 -2.3% 5.928
Range 0.087 0.171 0.084 96.6% 0.339
ATR 0.199 0.199 0.000 0.0% 0.000
Volume 1,421 1,481 60 4.2% 7,939
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 6.320 6.227 5.885
R3 6.149 6.056 5.838
R2 5.978 5.978 5.822
R1 5.885 5.885 5.807 5.877
PP 5.807 5.807 5.807 5.803
S1 5.714 5.714 5.775 5.706
S2 5.636 5.636 5.760
S3 5.465 5.543 5.744
S4 5.294 5.372 5.697
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 5.686 0.304 5.2% 0.176 3.0% 35% False False 1,640
10 6.160 5.651 0.509 8.8% 0.170 2.9% 28% False False 1,646
20 6.160 5.651 0.509 8.8% 0.158 2.7% 28% False False 2,078
40 6.160 4.970 1.190 20.5% 0.168 2.9% 69% False False 1,996
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 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.628
2.618 6.349
1.618 6.178
1.000 6.072
0.618 6.007
HIGH 5.901
0.618 5.836
0.500 5.816
0.382 5.795
LOW 5.730
0.618 5.624
1.000 5.559
1.618 5.453
2.618 5.282
4.250 5.003
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 5.816 5.860
PP 5.807 5.837
S1 5.799 5.814

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

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