NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 5.390 5.460 0.070 1.3% 5.750
High 5.501 5.612 0.111 2.0% 5.750
Low 5.340 5.336 -0.004 -0.1% 5.336
Close 5.454 5.417 -0.037 -0.7% 5.417
Range 0.161 0.276 0.115 71.4% 0.414
ATR 0.194 0.199 0.006 3.0% 0.000
Volume 9,216 8,916 -300 -3.3% 39,906
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.283 6.126 5.569
R3 6.007 5.850 5.493
R2 5.731 5.731 5.468
R1 5.574 5.574 5.442 5.515
PP 5.455 5.455 5.455 5.425
S1 5.298 5.298 5.392 5.239
S2 5.179 5.179 5.366
S3 4.903 5.022 5.341
S4 4.627 4.746 5.265
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.743 6.494 5.645
R3 6.329 6.080 5.531
R2 5.915 5.915 5.493
R1 5.666 5.666 5.455 5.584
PP 5.501 5.501 5.501 5.460
S1 5.252 5.252 5.379 5.170
S2 5.087 5.087 5.341
S3 4.673 4.838 5.303
S4 4.259 4.424 5.189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.750 5.336 0.414 7.6% 0.200 3.7% 20% False True 7,981
10 6.180 5.336 0.844 15.6% 0.187 3.4% 10% False True 8,309
20 6.180 5.336 0.844 15.6% 0.189 3.5% 10% False True 7,907
40 6.180 4.775 1.405 25.9% 0.198 3.7% 46% False False 6,723
60 6.180 4.775 1.405 25.9% 0.167 3.1% 46% False False 5,279
80 6.180 4.775 1.405 25.9% 0.160 3.0% 46% False False 4,565
100 6.255 4.775 1.480 27.3% 0.154 2.8% 43% False False 4,066
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 0.042
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.785
2.618 6.335
1.618 6.059
1.000 5.888
0.618 5.783
HIGH 5.612
0.618 5.507
0.500 5.474
0.382 5.441
LOW 5.336
0.618 5.165
1.000 5.060
1.618 4.889
2.618 4.613
4.250 4.163
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 5.474 5.495
PP 5.455 5.469
S1 5.436 5.443

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

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