NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 4.242 4.153 -0.089 -2.1% 4.359
High 4.275 4.197 -0.078 -1.8% 4.469
Low 4.108 4.086 -0.022 -0.5% 4.175
Close 4.147 4.185 0.038 0.9% 4.243
Range 0.167 0.111 -0.056 -33.5% 0.294
ATR 0.173 0.169 -0.004 -2.6% 0.000
Volume 22,564 21,846 -718 -3.2% 275,172
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.489 4.448 4.246
R3 4.378 4.337 4.216
R2 4.267 4.267 4.205
R1 4.226 4.226 4.195 4.247
PP 4.156 4.156 4.156 4.166
S1 4.115 4.115 4.175 4.136
S2 4.045 4.045 4.165
S3 3.934 4.004 4.154
S4 3.823 3.893 4.124
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.178 5.004 4.405
R3 4.884 4.710 4.324
R2 4.590 4.590 4.297
R1 4.416 4.416 4.270 4.356
PP 4.296 4.296 4.296 4.266
S1 4.122 4.122 4.216 4.062
S2 4.002 4.002 4.189
S3 3.708 3.828 4.162
S4 3.414 3.534 4.081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.469 4.086 0.383 9.2% 0.156 3.7% 26% False True 40,729
10 4.469 4.079 0.390 9.3% 0.176 4.2% 27% False False 42,655
20 4.530 4.035 0.495 11.8% 0.175 4.2% 30% False False 29,182
40 5.155 4.035 1.120 26.8% 0.147 3.5% 13% False False 19,558
60 5.880 4.035 1.845 44.1% 0.151 3.6% 8% False False 14,801
80 6.075 4.035 2.040 48.7% 0.158 3.8% 7% False False 11,917
100 6.075 4.035 2.040 48.7% 0.168 4.0% 7% False False 9,993
120 6.075 4.035 2.040 48.7% 0.165 3.9% 7% False False 8,581
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.669
2.618 4.488
1.618 4.377
1.000 4.308
0.618 4.266
HIGH 4.197
0.618 4.155
0.500 4.142
0.382 4.128
LOW 4.086
0.618 4.017
1.000 3.975
1.618 3.906
2.618 3.795
4.250 3.614
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 4.171 4.193
PP 4.156 4.190
S1 4.142 4.188

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

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