NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 5.805 5.720 -0.085 -1.5% 5.989
High 5.805 5.725 -0.080 -1.4% 6.255
Low 5.690 5.662 -0.028 -0.5% 5.911
Close 5.743 5.707 -0.036 -0.6% 5.939
Range 0.115 0.063 -0.052 -45.2% 0.344
ATR 0.170 0.164 -0.006 -3.7% 0.000
Volume 2,089 1,525 -564 -27.0% 10,137
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 5.887 5.860 5.742
R3 5.824 5.797 5.724
R2 5.761 5.761 5.719
R1 5.734 5.734 5.713 5.716
PP 5.698 5.698 5.698 5.689
S1 5.671 5.671 5.701 5.653
S2 5.635 5.635 5.695
S3 5.572 5.608 5.690
S4 5.509 5.545 5.672
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 7.067 6.847 6.128
R3 6.723 6.503 6.034
R2 6.379 6.379 6.002
R1 6.159 6.159 5.971 6.097
PP 6.035 6.035 6.035 6.004
S1 5.815 5.815 5.907 5.753
S2 5.691 5.691 5.876
S3 5.347 5.471 5.844
S4 5.003 5.127 5.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.190 5.662 0.528 9.3% 0.153 2.7% 9% False True 1,645
10 6.255 5.662 0.593 10.4% 0.163 2.9% 8% False True 1,882
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 0.008
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5.993
2.618 5.890
1.618 5.827
1.000 5.788
0.618 5.764
HIGH 5.725
0.618 5.701
0.500 5.694
0.382 5.686
LOW 5.662
0.618 5.623
1.000 5.599
1.618 5.560
2.618 5.497
4.250 5.394
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 5.703 5.804
PP 5.698 5.772
S1 5.694 5.739

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

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