NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 5.680 5.665 -0.015 -0.3% 5.946
High 5.755 5.700 -0.055 -1.0% 5.946
Low 5.659 5.572 -0.087 -1.5% 5.662
Close 5.712 5.582 -0.130 -2.3% 5.896
Range 0.096 0.128 0.032 33.3% 0.284
ATR 0.149 0.149 -0.001 -0.5% 0.000
Volume 1,102 1,833 731 66.3% 8,496
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.002 5.920 5.652
R3 5.874 5.792 5.617
R2 5.746 5.746 5.605
R1 5.664 5.664 5.594 5.641
PP 5.618 5.618 5.618 5.607
S1 5.536 5.536 5.570 5.513
S2 5.490 5.490 5.559
S3 5.362 5.408 5.547
S4 5.234 5.280 5.512
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 5.572 0.330 5.9% 0.102 1.8% 3% False True 1,399
10 6.118 5.572 0.546 9.8% 0.119 2.1% 2% False True 1,541
20 6.255 5.572 0.683 12.2% 0.135 2.4% 1% False True 1,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.244
2.618 6.035
1.618 5.907
1.000 5.828
0.618 5.779
HIGH 5.700
0.618 5.651
0.500 5.636
0.382 5.621
LOW 5.572
0.618 5.493
1.000 5.444
1.618 5.365
2.618 5.237
4.250 5.028
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 5.636 5.667
PP 5.618 5.639
S1 5.600 5.610

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

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