NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	5.730	5.810	0.080	1.4%	5.516
High	5.832	5.886	0.054	0.9%	5.591
Low	5.701	5.782	0.081	1.4%	5.316
Close	5.815	5.865	0.050	0.9%	5.566
Range	0.131	0.104	-0.027	-20.6%	0.275
ATR	0.153	0.149	-0.003	-2.3%	0.000
Volume	3,782	2,584	-1,198	-31.7%	9,093

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.156	6.115	5.922
R3	6.052	6.011	5.894
R2	5.948	5.948	5.884
R1	5.907	5.907	5.875	5.928
PP	5.844	5.844	5.844	5.855
S1	5.803	5.803	5.855	5.824
S2	5.740	5.740	5.846
S3	5.636	5.699	5.836
S4	5.532	5.595	5.808

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.316	6.216	5.717
R3	6.041	5.941	5.642
R2	5.766	5.766	5.616
R1	5.666	5.666	5.591	5.716
PP	5.491	5.491	5.491	5.516
S1	5.391	5.391	5.541	5.441
S2	5.216	5.216	5.516
S3	4.941	5.116	5.490
S4	4.666	4.841	5.415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.886	5.376	0.510	8.7%	0.140	2.4%	96%	True	False	2,416
10	5.886	5.316	0.570	9.7%	0.137	2.3%	96%	True	False	2,464
20	5.886	5.170	0.716	12.2%	0.134	2.3%	97%	True	False	2,402
40	6.255	5.170	1.085	18.5%	0.134	2.3%	64%	False	False	2,221

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	0.024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.328
2.618	6.158
1.618	6.054
1.000	5.990
0.618	5.950
HIGH	5.886
0.618	5.846
0.500	5.834
0.382	5.822
LOW	5.782
0.618	5.718
1.000	5.678
1.618	5.614
2.618	5.510
4.250	5.340

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	5.855	5.841
PP	5.844	5.817
S1	5.834	5.793

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