NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 4.636 4.555 -0.081 -1.7% 4.295
High 4.639 4.635 -0.004 -0.1% 4.633
Low 4.518 4.545 0.027 0.6% 4.237
Close 4.608 4.585 -0.023 -0.5% 4.593
Range 0.121 0.090 -0.031 -25.6% 0.396
ATR 0.157 0.152 -0.005 -3.1% 0.000
Volume 5,696 6,616 920 16.2% 35,491
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.858 4.812 4.635
R3 4.768 4.722 4.610
R2 4.678 4.678 4.602
R1 4.632 4.632 4.593 4.655
PP 4.588 4.588 4.588 4.600
S1 4.542 4.542 4.577 4.565
S2 4.498 4.498 4.569
S3 4.408 4.452 4.560
S4 4.318 4.362 4.536
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 4.292 0.347 7.6% 0.141 3.1% 84% False False 6,545
10 4.639 4.237 0.402 8.8% 0.141 3.1% 87% False False 7,497
20 4.662 4.145 0.517 11.3% 0.172 3.7% 85% False False 8,137
40 5.096 4.145 0.951 20.7% 0.139 3.0% 46% False False 6,599
60 5.884 4.145 1.739 37.9% 0.140 3.0% 25% False False 5,312
80 6.160 4.145 2.015 43.9% 0.142 3.1% 22% False False 4,443
100 6.160 4.145 2.015 43.9% 0.146 3.2% 22% False False 4,068
120 6.160 4.145 2.015 43.9% 0.145 3.2% 22% False False 3,636
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5.018
2.618 4.871
1.618 4.781
1.000 4.725
0.618 4.691
HIGH 4.635
0.618 4.601
0.500 4.590
0.382 4.579
LOW 4.545
0.618 4.489
1.000 4.455
1.618 4.399
2.618 4.309
4.250 4.163
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 4.590 4.567
PP 4.588 4.549
S1 4.587 4.531

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

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