NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 5.841 5.625 -0.216 -3.7% 5.780
High 5.847 5.759 -0.088 -1.5% 6.019
Low 5.644 5.608 -0.036 -0.6% 5.780
Close 5.682 5.717 0.035 0.6% 5.839
Range 0.203 0.151 -0.052 -25.6% 0.239
ATR 0.198 0.195 -0.003 -1.7% 0.000
Volume 8,532 7,040 -1,492 -17.5% 39,808
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.148 6.083 5.800
R3 5.997 5.932 5.759
R2 5.846 5.846 5.745
R1 5.781 5.781 5.731 5.814
PP 5.695 5.695 5.695 5.711
S1 5.630 5.630 5.703 5.663
S2 5.544 5.544 5.689
S3 5.393 5.479 5.675
S4 5.242 5.328 5.634
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.596 6.457 5.970
R3 6.357 6.218 5.905
R2 6.118 6.118 5.883
R1 5.979 5.979 5.861 6.049
PP 5.879 5.879 5.879 5.914
S1 5.740 5.740 5.817 5.810
S2 5.640 5.640 5.795
S3 5.401 5.501 5.773
S4 5.162 5.262 5.708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.085 5.608 0.477 8.3% 0.197 3.4% 23% False True 7,111
10 6.085 5.553 0.532 9.3% 0.190 3.3% 31% False False 7,576
20 6.085 5.375 0.710 12.4% 0.179 3.1% 48% False False 6,689
40 6.085 4.775 1.310 22.9% 0.175 3.1% 72% False False 5,240
60 6.085 4.775 1.310 22.9% 0.157 2.8% 72% False False 4,241
80 6.085 4.775 1.310 22.9% 0.148 2.6% 72% False False 3,748
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 True
Bull Hook False
Stretch 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.401
2.618 6.154
1.618 6.003
1.000 5.910
0.618 5.852
HIGH 5.759
0.618 5.701
0.500 5.684
0.382 5.666
LOW 5.608
0.618 5.515
1.000 5.457
1.618 5.364
2.618 5.213
4.250 4.966
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 5.706 5.847
PP 5.695 5.803
S1 5.684 5.760

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

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