NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 30-Dec-2009

Day Change Summary
	Previous	Current
	29-Dec-2009	30-Dec-2009	Change	Change %	Previous Week
Open	5.920	5.768	-0.152	-2.6%	5.782
High	5.940	5.840	-0.100	-1.7%	5.910
Low	5.760	5.630	-0.130	-2.3%	5.525
Close	5.778	5.649	-0.129	-2.2%	5.665
Range	0.180	0.210	0.030	16.7%	0.385
ATR	0.230	0.228	-0.001	-0.6%	0.000
Volume	15,279	10,887	-4,392	-28.7%	60,972

Daily Pivots for day following 30-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.336	6.203	5.765
R3	6.126	5.993	5.707
R2	5.916	5.916	5.688
R1	5.783	5.783	5.668	5.745
PP	5.706	5.706	5.706	5.687
S1	5.573	5.573	5.630	5.535
S2	5.496	5.496	5.611
S3	5.286	5.363	5.591
S4	5.076	5.153	5.534

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	5.610	0.330	5.8%	0.216	3.8%	12%	False	False	13,692
10	5.940	5.459	0.481	8.5%	0.217	3.8%	40%	False	False	17,127
20	5.940	4.595	1.345	23.8%	0.223	3.9%	78%	False	False	18,588
40	5.940	4.595	1.345	23.8%	0.211	3.7%	78%	False	False	14,453
60	6.180	4.595	1.585	28.1%	0.205	3.6%	66%	False	False	12,314
80	6.180	4.595	1.585	28.1%	0.206	3.6%	66%	False	False	10,633
100	6.180	4.595	1.585	28.1%	0.185	3.3%	66%	False	False	9,001
120	6.180	4.595	1.585	28.1%	0.179	3.2%	66%	False	False	7,893

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.733
2.618	6.390
1.618	6.180
1.000	6.050
0.618	5.970
HIGH	5.840
0.618	5.760
0.500	5.735
0.382	5.710
LOW	5.630
0.618	5.500
1.000	5.420
1.618	5.290
2.618	5.080
4.250	4.738

Fisher Pivots for day following 30-Dec-2009
Pivot	1 day	3 day
R1	5.735	5.785
PP	5.706	5.740
S1	5.678	5.694

Download as Excel Spreadsheet

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

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