NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 5.169 5.217 0.048 0.9% 5.706
High 5.261 5.410 0.149 2.8% 5.724
Low 5.085 5.214 0.129 2.5% 5.056
Close 5.120 5.405 0.285 5.6% 5.120
Range 0.176 0.196 0.020 11.4% 0.668
ATR 0.229 0.233 0.004 1.9% 0.000
Volume 29,339 25,506 -3,833 -13.1% 137,313
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.931 5.864 5.513
R3 5.735 5.668 5.459
R2 5.539 5.539 5.441
R1 5.472 5.472 5.423 5.506
PP 5.343 5.343 5.343 5.360
S1 5.276 5.276 5.387 5.310
S2 5.147 5.147 5.369
S3 4.951 5.080 5.351
S4 4.755 4.884 5.297
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.304 6.880 5.487
R3 6.636 6.212 5.304
R2 5.968 5.968 5.242
R1 5.544 5.544 5.181 5.422
PP 5.300 5.300 5.300 5.239
S1 4.876 4.876 5.059 4.754
S2 4.632 4.632 4.998
S3 3.964 4.208 4.936
S4 3.296 3.540 4.753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.621 5.056 0.565 10.5% 0.212 3.9% 62% False False 26,172
10 5.738 5.056 0.682 12.6% 0.199 3.7% 51% False False 24,629
20 5.930 5.056 0.874 16.2% 0.222 4.1% 40% False False 25,654
40 5.940 4.595 1.345 24.9% 0.224 4.1% 60% False False 22,040
60 5.940 4.595 1.345 24.9% 0.218 4.0% 60% False False 18,213
80 6.180 4.595 1.585 29.3% 0.210 3.9% 51% False False 15,654
100 6.180 4.595 1.585 29.3% 0.210 3.9% 51% False False 13,679
120 6.180 4.595 1.585 29.3% 0.193 3.6% 51% False False 11,846
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 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.243
2.618 5.923
1.618 5.727
1.000 5.606
0.618 5.531
HIGH 5.410
0.618 5.335
0.500 5.312
0.382 5.289
LOW 5.214
0.618 5.093
1.000 5.018
1.618 4.897
2.618 4.701
4.250 4.381
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 5.374 5.348
PP 5.343 5.290
S1 5.312 5.233

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

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