NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 5.527 5.590 0.063 1.1% 5.947
High 5.639 5.654 0.015 0.3% 6.180
Low 5.524 5.420 -0.104 -1.9% 5.761
Close 5.613 5.432 -0.181 -3.2% 5.776
Range 0.115 0.234 0.119 103.5% 0.419
ATR 0.193 0.196 0.003 1.5% 0.000
Volume 6,976 7,799 823 11.8% 43,193
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.204 6.052 5.561
R3 5.970 5.818 5.496
R2 5.736 5.736 5.475
R1 5.584 5.584 5.453 5.543
PP 5.502 5.502 5.502 5.482
S1 5.350 5.350 5.411 5.309
S2 5.268 5.268 5.389
S3 5.034 5.116 5.368
S4 4.800 4.882 5.303
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.163 6.888 6.006
R3 6.744 6.469 5.891
R2 6.325 6.325 5.853
R1 6.050 6.050 5.814 5.978
PP 5.906 5.906 5.906 5.870
S1 5.631 5.631 5.738 5.559
S2 5.487 5.487 5.699
S3 5.068 5.212 5.661
S4 4.649 4.793 5.546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.055 5.420 0.635 11.7% 0.197 3.6% 2% False True 8,230
10 6.180 5.420 0.760 14.0% 0.186 3.4% 2% False True 7,825
20 6.180 5.420 0.760 14.0% 0.189 3.5% 2% False True 7,671
40 6.180 4.775 1.405 25.9% 0.195 3.6% 47% False False 6,470
60 6.180 4.775 1.405 25.9% 0.165 3.0% 47% False False 5,060
80 6.180 4.775 1.405 25.9% 0.157 2.9% 47% False False 4,440
100 6.255 4.775 1.480 27.2% 0.152 2.8% 44% False False 3,913
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.649
2.618 6.267
1.618 6.033
1.000 5.888
0.618 5.799
HIGH 5.654
0.618 5.565
0.500 5.537
0.382 5.509
LOW 5.420
0.618 5.275
1.000 5.186
1.618 5.041
2.618 4.807
4.250 4.426
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 5.537 5.585
PP 5.502 5.534
S1 5.467 5.483

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

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