NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 5.646 5.538 -0.108 -1.9% 5.700
High 5.646 5.622 -0.024 -0.4% 5.886
Low 5.535 5.535 0.000 0.0% 5.589
Close 5.566 5.579 0.013 0.2% 5.597
Range 0.111 0.087 -0.024 -21.6% 0.297
ATR 0.148 0.143 -0.004 -2.9% 0.000
Volume 860 1,538 678 78.8% 12,529
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.840 5.796 5.627
R3 5.753 5.709 5.603
R2 5.666 5.666 5.595
R1 5.622 5.622 5.587 5.644
PP 5.579 5.579 5.579 5.590
S1 5.535 5.535 5.571 5.557
S2 5.492 5.492 5.563
S3 5.405 5.448 5.555
S4 5.318 5.361 5.531
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.582 6.386 5.760
R3 6.285 6.089 5.679
R2 5.988 5.988 5.651
R1 5.792 5.792 5.624 5.742
PP 5.691 5.691 5.691 5.665
S1 5.495 5.495 5.570 5.445
S2 5.394 5.394 5.543
S3 5.097 5.198 5.515
S4 4.800 4.901 5.434
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.877 5.535 0.342 6.1% 0.134 2.4% 13% False True 1,719
10 5.886 5.376 0.510 9.1% 0.137 2.5% 40% False False 2,068
20 5.886 5.225 0.661 11.8% 0.142 2.6% 54% False False 2,243
40 6.190 5.170 1.020 18.3% 0.129 2.3% 40% False False 2,171
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.992
2.618 5.850
1.618 5.763
1.000 5.709
0.618 5.676
HIGH 5.622
0.618 5.589
0.500 5.579
0.382 5.568
LOW 5.535
0.618 5.481
1.000 5.448
1.618 5.394
2.618 5.307
4.250 5.165
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 5.579 5.603
PP 5.579 5.595
S1 5.579 5.587

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

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