NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 29-Jun-2009

Day Change Summary
	Previous	Current
	26-Jun-2009	29-Jun-2009	Change	Change %	Previous Week
Open	5.775	5.820	0.045	0.8%	5.946
High	5.902	5.842	-0.060	-1.0%	5.946
Low	5.746	5.790	0.044	0.8%	5.662
Close	5.896	5.811	-0.085	-1.4%	5.896
Range	0.156	0.052	-0.104	-66.7%	0.284
ATR	0.160	0.156	-0.004	-2.4%	0.000
Volume	1,858	1,489	-369	-19.9%	8,496

Daily Pivots for day following 29-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.970	5.943	5.840
R3	5.918	5.891	5.825
R2	5.866	5.866	5.821
R1	5.839	5.839	5.816	5.827
PP	5.814	5.814	5.814	5.808
S1	5.787	5.787	5.806	5.775
S2	5.762	5.762	5.801
S3	5.710	5.735	5.797
S4	5.658	5.683	5.782

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.687	6.575	6.052
R3	6.403	6.291	5.974
R2	6.119	6.119	5.948
R1	6.007	6.007	5.922	5.921
PP	5.835	5.835	5.835	5.792
S1	5.723	5.723	5.870	5.637
S2	5.551	5.551	5.844
S3	5.267	5.439	5.818
S4	4.983	5.155	5.740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.902	5.662	0.240	4.1%	0.098	1.7%	62%	False	False	1,776
10	6.255	5.662	0.593	10.2%	0.144	2.5%	25%	False	False	1,890

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	6.063
2.618	5.978
1.618	5.926
1.000	5.894
0.618	5.874
HIGH	5.842
0.618	5.822
0.500	5.816
0.382	5.810
LOW	5.790
0.618	5.758
1.000	5.738
1.618	5.706
2.618	5.654
4.250	5.569

Fisher Pivots for day following 29-Jun-2009
Pivot	1 day	3 day
R1	5.816	5.810
PP	5.814	5.808
S1	5.813	5.807

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols