NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 5.791 5.741 -0.050 -0.9% 5.716
High 5.901 5.775 -0.126 -2.1% 5.990
Low 5.730 5.728 -0.002 0.0% 5.651
Close 5.791 5.741 -0.050 -0.9% 5.928
Range 0.171 0.047 -0.124 -72.5% 0.339
ATR 0.199 0.189 -0.010 -4.9% 0.000
Volume 1,481 1,532 51 3.4% 7,939
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 5.889 5.862 5.767
R3 5.842 5.815 5.754
R2 5.795 5.795 5.750
R1 5.768 5.768 5.745 5.765
PP 5.748 5.748 5.748 5.746
S1 5.721 5.721 5.737 5.718
S2 5.701 5.701 5.732
S3 5.654 5.674 5.728
S4 5.607 5.627 5.715
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 5.3% 0.168 2.9% 18% False False 1,517
10 6.160 5.651 0.509 8.9% 0.157 2.7% 18% False False 1,685
20 6.160 5.651 0.509 8.9% 0.154 2.7% 18% False False 1,962
40 6.160 4.970 1.190 20.7% 0.166 2.9% 65% False False 2,009
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 5.975
2.618 5.898
1.618 5.851
1.000 5.822
0.618 5.804
HIGH 5.775
0.618 5.757
0.500 5.752
0.382 5.746
LOW 5.728
0.618 5.699
1.000 5.681
1.618 5.652
2.618 5.605
4.250 5.528
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 5.752 5.838
PP 5.748 5.805
S1 5.745 5.773

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

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