NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 5.670 5.718 0.048 0.8% 5.419
High 5.729 5.830 0.101 1.8% 5.878
Low 5.525 5.610 0.085 1.5% 5.323
Close 5.703 5.811 0.108 1.9% 5.778
Range 0.204 0.220 0.016 7.8% 0.555
ATR 0.229 0.229 -0.001 -0.3% 0.000
Volume 14,753 15,906 1,153 7.8% 105,610
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.410 6.331 5.932
R3 6.190 6.111 5.872
R2 5.970 5.970 5.851
R1 5.891 5.891 5.831 5.931
PP 5.750 5.750 5.750 5.770
S1 5.671 5.671 5.791 5.711
S2 5.530 5.530 5.771
S3 5.310 5.451 5.751
S4 5.090 5.231 5.690
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 5.910 5.525 0.385 6.6% 0.236 4.1% 74% False False 20,140
10 5.910 4.971 0.939 16.2% 0.227 3.9% 89% False False 20,013
20 5.910 4.595 1.315 22.6% 0.243 4.2% 92% False False 18,493
40 5.910 4.595 1.315 22.6% 0.213 3.7% 92% False False 13,978
60 6.180 4.595 1.585 27.3% 0.203 3.5% 77% False False 11,923
80 6.180 4.595 1.585 27.3% 0.202 3.5% 77% False False 10,180
100 6.180 4.595 1.585 27.3% 0.183 3.1% 77% False False 8,587
120 6.180 4.595 1.585 27.3% 0.174 3.0% 77% False False 7,584
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 0.067
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.765
2.618 6.406
1.618 6.186
1.000 6.050
0.618 5.966
HIGH 5.830
0.618 5.746
0.500 5.720
0.382 5.694
LOW 5.610
0.618 5.474
1.000 5.390
1.618 5.254
2.618 5.034
4.250 4.675
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 5.781 5.780
PP 5.750 5.749
S1 5.720 5.718

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

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