NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 5.217 5.405 0.188 3.6% 5.706
High 5.410 5.505 0.095 1.8% 5.724
Low 5.214 5.357 0.143 2.7% 5.056
Close 5.405 5.432 0.027 0.5% 5.120
Range 0.196 0.148 -0.048 -24.5% 0.668
ATR 0.233 0.227 -0.006 -2.6% 0.000
Volume 25,506 31,847 6,341 24.9% 137,313
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.875 5.802 5.513
R3 5.727 5.654 5.473
R2 5.579 5.579 5.459
R1 5.506 5.506 5.446 5.543
PP 5.431 5.431 5.431 5.450
S1 5.358 5.358 5.418 5.395
S2 5.283 5.283 5.405
S3 5.135 5.210 5.391
S4 4.987 5.062 5.351
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 5.505 5.056 0.449 8.3% 0.191 3.5% 84% True False 28,310
10 5.738 5.056 0.682 12.6% 0.193 3.5% 55% False False 26,210
20 5.930 5.056 0.874 16.1% 0.222 4.1% 43% False False 26,377
40 5.940 4.671 1.269 23.4% 0.223 4.1% 60% False False 22,406
60 5.940 4.595 1.345 24.8% 0.217 4.0% 62% False False 18,620
80 6.180 4.595 1.585 29.2% 0.211 3.9% 53% False False 15,935
100 6.180 4.595 1.585 29.2% 0.211 3.9% 53% False False 13,963
120 6.180 4.595 1.585 29.2% 0.194 3.6% 53% False False 12,105
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.134
2.618 5.892
1.618 5.744
1.000 5.653
0.618 5.596
HIGH 5.505
0.618 5.448
0.500 5.431
0.382 5.414
LOW 5.357
0.618 5.266
1.000 5.209
1.618 5.118
2.618 4.970
4.250 4.728
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 5.432 5.386
PP 5.431 5.341
S1 5.431 5.295

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

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