NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 4.003 3.874 -0.129 -3.2% 4.218
High 4.079 4.157 0.078 1.9% 4.231
Low 3.860 3.810 -0.050 -1.3% 3.923
Close 3.869 4.086 0.217 5.6% 3.930
Range 0.219 0.347 0.128 58.4% 0.308
ATR 0.150 0.164 0.014 9.4% 0.000
Volume 80,173 114,055 33,882 42.3% 268,250
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.059 4.919 4.277
R3 4.712 4.572 4.181
R2 4.365 4.365 4.150
R1 4.225 4.225 4.118 4.295
PP 4.018 4.018 4.018 4.053
S1 3.878 3.878 4.054 3.948
S2 3.671 3.671 4.022
S3 3.324 3.531 3.991
S4 2.977 3.184 3.895
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.952 4.749 4.099
R3 4.644 4.441 4.015
R2 4.336 4.336 3.986
R1 4.133 4.133 3.958 4.081
PP 4.028 4.028 4.028 4.002
S1 3.825 3.825 3.902 3.773
S2 3.720 3.720 3.874
S3 3.412 3.517 3.845
S4 3.104 3.209 3.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.157 3.810 0.347 8.5% 0.196 4.8% 80% True True 83,850
10 4.234 3.810 0.424 10.4% 0.160 3.9% 65% False True 70,286
20 4.690 3.810 0.880 21.5% 0.144 3.5% 31% False True 56,711
40 5.683 3.810 1.873 45.8% 0.158 3.9% 15% False True 43,627
60 5.956 3.810 2.146 52.5% 0.172 4.2% 13% False True 33,624
80 5.956 3.810 2.146 52.5% 0.183 4.5% 13% False True 26,882
100 5.956 3.810 2.146 52.5% 0.184 4.5% 13% False True 22,287
120 6.200 3.810 2.390 58.5% 0.181 4.4% 12% False True 19,075
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 0.033
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 5.632
2.618 5.065
1.618 4.718
1.000 4.504
0.618 4.371
HIGH 4.157
0.618 4.024
0.500 3.984
0.382 3.943
LOW 3.810
0.618 3.596
1.000 3.463
1.618 3.249
2.618 2.902
4.250 2.335
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 4.052 4.052
PP 4.018 4.018
S1 3.984 3.984

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

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