NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 5.050 5.000 -0.050 -1.0% 5.310
High 5.114 5.097 -0.017 -0.3% 5.471
Low 5.028 4.880 -0.148 -2.9% 5.260
Close 5.028 4.894 -0.134 -2.7% 5.285
Range 0.086 0.217 0.131 152.3% 0.211
ATR 0.117 0.124 0.007 6.1% 0.000
Volume 2,516 5,479 2,963 117.8% 11,031
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.608 5.468 5.013
R3 5.391 5.251 4.954
R2 5.174 5.174 4.934
R1 5.034 5.034 4.914 4.996
PP 4.957 4.957 4.957 4.938
S1 4.817 4.817 4.874 4.779
S2 4.740 4.740 4.854
S3 4.523 4.600 4.834
S4 4.306 4.383 4.775
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.972 5.839 5.401
R3 5.761 5.628 5.343
R2 5.550 5.550 5.324
R1 5.417 5.417 5.304 5.378
PP 5.339 5.339 5.339 5.319
S1 5.206 5.206 5.266 5.167
S2 5.128 5.128 5.246
S3 4.917 4.995 5.227
S4 4.706 4.784 5.169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.400 4.880 0.520 10.6% 0.134 2.7% 3% False True 3,599
10 5.471 4.880 0.591 12.1% 0.115 2.4% 2% False True 2,815
20 5.742 4.880 0.862 17.6% 0.104 2.1% 2% False True 2,391
40 5.886 4.880 1.006 20.6% 0.123 2.5% 1% False True 2,407
60 6.255 4.880 1.375 28.1% 0.124 2.5% 1% False True 2,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6.019
2.618 5.665
1.618 5.448
1.000 5.314
0.618 5.231
HIGH 5.097
0.618 5.014
0.500 4.989
0.382 4.963
LOW 4.880
0.618 4.746
1.000 4.663
1.618 4.529
2.618 4.312
4.250 3.958
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 4.989 5.044
PP 4.957 4.994
S1 4.926 4.944

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

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