NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 5.725 5.920 0.195 3.4% 5.782
High 5.930 5.940 0.010 0.2% 5.910
Low 5.725 5.760 0.035 0.6% 5.525
Close 5.916 5.778 -0.138 -2.3% 5.665
Range 0.205 0.180 -0.025 -12.2% 0.385
ATR 0.233 0.230 -0.004 -1.6% 0.000
Volume 12,388 15,279 2,891 23.3% 60,972
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.366 6.252 5.877
R3 6.186 6.072 5.828
R2 6.006 6.006 5.811
R1 5.892 5.892 5.795 5.859
PP 5.826 5.826 5.826 5.810
S1 5.712 5.712 5.762 5.679
S2 5.646 5.646 5.745
S3 5.466 5.532 5.729
S4 5.286 5.352 5.679
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 6.855 6.645 5.877
R3 6.470 6.260 5.771
R2 6.085 6.085 5.736
R1 5.875 5.875 5.700 5.788
PP 5.700 5.700 5.700 5.656
S1 5.490 5.490 5.630 5.403
S2 5.315 5.315 5.594
S3 4.930 5.105 5.559
S4 4.545 4.720 5.453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.940 5.525 0.415 7.2% 0.215 3.7% 61% True False 14,465
10 5.940 5.459 0.481 8.3% 0.208 3.6% 66% True False 17,653
20 5.940 4.595 1.345 23.3% 0.222 3.8% 88% True False 18,745
40 5.940 4.595 1.345 23.3% 0.212 3.7% 88% True False 14,372
60 6.180 4.595 1.585 27.4% 0.205 3.5% 75% False False 12,217
80 6.180 4.595 1.585 27.4% 0.205 3.5% 75% False False 10,548
100 6.180 4.595 1.585 27.4% 0.185 3.2% 75% False False 8,916
120 6.180 4.595 1.585 27.4% 0.178 3.1% 75% False False 7,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.040
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.705
2.618 6.411
1.618 6.231
1.000 6.120
0.618 6.051
HIGH 5.940
0.618 5.871
0.500 5.850
0.382 5.829
LOW 5.760
0.618 5.649
1.000 5.580
1.618 5.469
2.618 5.289
4.250 4.995
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 5.850 5.786
PP 5.826 5.783
S1 5.802 5.781

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

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