NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 5.405 5.432 0.027 0.5% 5.706
High 5.505 5.529 0.024 0.4% 5.724
Low 5.357 5.337 -0.020 -0.4% 5.056
Close 5.432 5.389 -0.043 -0.8% 5.120
Range 0.148 0.192 0.044 29.7% 0.668
ATR 0.227 0.225 -0.003 -1.1% 0.000
Volume 31,847 33,312 1,465 4.6% 137,313
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.994 5.884 5.495
R3 5.802 5.692 5.442
R2 5.610 5.610 5.424
R1 5.500 5.500 5.407 5.459
PP 5.418 5.418 5.418 5.398
S1 5.308 5.308 5.371 5.267
S2 5.226 5.226 5.354
S3 5.034 5.116 5.336
S4 4.842 4.924 5.283
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 5.529 5.056 0.473 8.8% 0.178 3.3% 70% True False 29,541
10 5.738 5.056 0.682 12.7% 0.198 3.7% 49% False False 27,233
20 5.930 5.056 0.874 16.2% 0.220 4.1% 38% False False 27,207
40 5.940 4.820 1.120 20.8% 0.224 4.2% 51% False False 22,699
60 5.940 4.595 1.345 25.0% 0.218 4.0% 59% False False 18,994
80 6.180 4.595 1.585 29.4% 0.211 3.9% 50% False False 16,234
100 6.180 4.595 1.585 29.4% 0.208 3.9% 50% False False 14,260
120 6.180 4.595 1.585 29.4% 0.195 3.6% 50% False False 12,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.345
2.618 6.032
1.618 5.840
1.000 5.721
0.618 5.648
HIGH 5.529
0.618 5.456
0.500 5.433
0.382 5.410
LOW 5.337
0.618 5.218
1.000 5.145
1.618 5.026
2.618 4.834
4.250 4.521
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 5.433 5.383
PP 5.418 5.377
S1 5.404 5.372

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

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