NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 18-Dec-2009
Day Change Summary
Previous Current
17-Dec-2009 18-Dec-2009 Change Change % Previous Week
Open 5.530 5.763 0.233 4.2% 5.419
High 5.850 5.878 0.028 0.5% 5.878
Low 5.529 5.724 0.195 3.5% 5.323
Close 5.757 5.778 0.021 0.4% 5.778
Range 0.321 0.154 -0.167 -52.0% 0.555
ATR 0.233 0.227 -0.006 -2.4% 0.000
Volume 18,756 34,974 16,218 86.5% 105,610
Daily Pivots for day following 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.255 6.171 5.863
R3 6.101 6.017 5.820
R2 5.947 5.947 5.806
R1 5.863 5.863 5.792 5.905
PP 5.793 5.793 5.793 5.815
S1 5.709 5.709 5.764 5.751
S2 5.639 5.639 5.750
S3 5.485 5.555 5.736
S4 5.331 5.401 5.693
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 7.325 7.106 6.083
R3 6.770 6.551 5.931
R2 6.215 6.215 5.880
R1 5.996 5.996 5.829 6.106
PP 5.660 5.660 5.660 5.714
S1 5.441 5.441 5.727 5.551
S2 5.105 5.105 5.676
S3 4.550 4.886 5.625
S4 3.995 4.331 5.473
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.878 5.323 0.555 9.6% 0.181 3.1% 82% True False 21,122
10 5.878 4.820 1.058 18.3% 0.231 4.0% 91% True False 22,038
20 5.878 4.595 1.283 22.2% 0.235 4.1% 92% True False 17,632
40 5.971 4.595 1.376 23.8% 0.209 3.6% 86% False False 13,362
60 6.180 4.595 1.585 27.4% 0.201 3.5% 75% False False 11,432
80 6.180 4.595 1.585 27.4% 0.198 3.4% 75% False False 9,686
100 6.180 4.595 1.585 27.4% 0.181 3.1% 75% False False 8,174
120 6.180 4.595 1.585 27.4% 0.172 3.0% 75% False False 7,236
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 False
Bull Hook False
Stretch 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.533
2.618 6.281
1.618 6.127
1.000 6.032
0.618 5.973
HIGH 5.878
0.618 5.819
0.500 5.801
0.382 5.783
LOW 5.724
0.618 5.629
1.000 5.570
1.618 5.475
2.618 5.321
4.250 5.070
Fisher Pivots for day following 18-Dec-2009
Pivot 1 day 3 day
R1 5.801 5.742
PP 5.793 5.705
S1 5.786 5.669

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

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