NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 5.432 5.389 -0.043 -0.8% 5.706
High 5.529 5.465 -0.064 -1.2% 5.724
Low 5.337 5.203 -0.134 -2.5% 5.056
Close 5.389 5.384 -0.005 -0.1% 5.120
Range 0.192 0.262 0.070 36.5% 0.668
ATR 0.225 0.227 0.003 1.2% 0.000
Volume 33,312 34,772 1,460 4.4% 137,313
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.137 6.022 5.528
R3 5.875 5.760 5.456
R2 5.613 5.613 5.432
R1 5.498 5.498 5.408 5.425
PP 5.351 5.351 5.351 5.314
S1 5.236 5.236 5.360 5.163
S2 5.089 5.089 5.336
S3 4.827 4.974 5.312
S4 4.565 4.712 5.240
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 5.085 0.444 8.2% 0.195 3.6% 67% False False 30,955
10 5.738 5.056 0.682 12.7% 0.202 3.7% 48% False False 28,801
20 5.930 5.056 0.874 16.2% 0.216 4.0% 38% False False 28,057
40 5.940 4.971 0.969 18.0% 0.223 4.1% 43% False False 23,227
60 5.940 4.595 1.345 25.0% 0.220 4.1% 59% False False 19,439
80 6.180 4.595 1.585 29.4% 0.213 3.9% 50% False False 16,586
100 6.180 4.595 1.585 29.4% 0.208 3.9% 50% False False 14,553
120 6.180 4.595 1.585 29.4% 0.196 3.6% 50% False False 12,642
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6.579
2.618 6.151
1.618 5.889
1.000 5.727
0.618 5.627
HIGH 5.465
0.618 5.365
0.500 5.334
0.382 5.303
LOW 5.203
0.618 5.041
1.000 4.941
1.618 4.779
2.618 4.517
4.250 4.090
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 5.367 5.378
PP 5.351 5.372
S1 5.334 5.366

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

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