NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 4.476 4.636 0.160 3.6% 4.295
High 4.633 4.639 0.006 0.1% 4.633
Low 4.423 4.518 0.095 2.1% 4.237
Close 4.593 4.608 0.015 0.3% 4.593
Range 0.210 0.121 -0.089 -42.4% 0.396
ATR 0.160 0.157 -0.003 -1.7% 0.000
Volume 10,252 5,696 -4,556 -44.4% 35,491
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.951 4.901 4.675
R3 4.830 4.780 4.641
R2 4.709 4.709 4.630
R1 4.659 4.659 4.619 4.624
PP 4.588 4.588 4.588 4.571
S1 4.538 4.538 4.597 4.503
S2 4.467 4.467 4.586
S3 4.346 4.417 4.575
S4 4.225 4.296 4.541
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.676 5.530 4.811
R3 5.280 5.134 4.702
R2 4.884 4.884 4.666
R1 4.738 4.738 4.629 4.811
PP 4.488 4.488 4.488 4.524
S1 4.342 4.342 4.557 4.415
S2 4.092 4.092 4.520
S3 3.696 3.946 4.484
S4 3.300 3.550 4.375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.639 4.237 0.402 8.7% 0.144 3.1% 92% True False 6,849
10 4.639 4.237 0.402 8.7% 0.150 3.2% 92% True False 7,990
20 4.662 4.145 0.517 11.2% 0.173 3.8% 90% False False 8,065
40 5.167 4.145 1.022 22.2% 0.141 3.1% 45% False False 6,494
60 5.884 4.145 1.739 37.7% 0.141 3.1% 27% False False 5,253
80 6.160 4.145 2.015 43.7% 0.144 3.1% 23% False False 4,375
100 6.160 4.145 2.015 43.7% 0.147 3.2% 23% False False 4,014
120 6.160 4.145 2.015 43.7% 0.146 3.2% 23% False False 3,596
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.153
2.618 4.956
1.618 4.835
1.000 4.760
0.618 4.714
HIGH 4.639
0.618 4.593
0.500 4.579
0.382 4.564
LOW 4.518
0.618 4.443
1.000 4.397
1.618 4.322
2.618 4.201
4.250 4.004
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 4.598 4.561
PP 4.588 4.513
S1 4.579 4.466

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

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