NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 5.625 5.739 0.114 2.0% 5.979
High 5.759 6.018 0.259 4.5% 6.085
Low 5.608 5.739 0.131 2.3% 5.608
Close 5.717 5.955 0.238 4.2% 5.955
Range 0.151 0.279 0.128 84.8% 0.477
ATR 0.195 0.202 0.008 3.9% 0.000
Volume 7,040 6,244 -796 -11.3% 35,249
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.741 6.627 6.108
R3 6.462 6.348 6.032
R2 6.183 6.183 6.006
R1 6.069 6.069 5.981 6.126
PP 5.904 5.904 5.904 5.933
S1 5.790 5.790 5.929 5.847
S2 5.625 5.625 5.904
S3 5.346 5.511 5.878
S4 5.067 5.232 5.802
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.314 7.111 6.217
R3 6.837 6.634 6.086
R2 6.360 6.360 6.042
R1 6.157 6.157 5.999 6.020
PP 5.883 5.883 5.883 5.814
S1 5.680 5.680 5.911 5.543
S2 5.406 5.406 5.868
S3 4.929 5.203 5.824
S4 4.452 4.726 5.693
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 8.0% 0.219 3.7% 73% False False 7,049
10 6.085 5.608 0.477 8.0% 0.192 3.2% 73% False False 7,505
20 6.085 5.387 0.698 11.7% 0.182 3.1% 81% False False 6,757
40 6.085 4.775 1.310 22.0% 0.180 3.0% 90% False False 5,350
60 6.085 4.775 1.310 22.0% 0.159 2.7% 90% False False 4,284
80 6.085 4.775 1.310 22.0% 0.150 2.5% 90% False False 3,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7.204
2.618 6.748
1.618 6.469
1.000 6.297
0.618 6.190
HIGH 6.018
0.618 5.911
0.500 5.879
0.382 5.846
LOW 5.739
0.618 5.567
1.000 5.460
1.618 5.288
2.618 5.009
4.250 4.553
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 5.930 5.908
PP 5.904 5.860
S1 5.879 5.813

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

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