NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 5.389 5.445 0.056 1.0% 5.217
High 5.465 5.557 0.092 1.7% 5.557
Low 5.203 5.357 0.154 3.0% 5.203
Close 5.384 5.483 0.099 1.8% 5.483
Range 0.262 0.200 -0.062 -23.7% 0.354
ATR 0.227 0.225 -0.002 -0.9% 0.000
Volume 34,772 40,875 6,103 17.6% 166,312
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.066 5.974 5.593
R3 5.866 5.774 5.538
R2 5.666 5.666 5.520
R1 5.574 5.574 5.501 5.620
PP 5.466 5.466 5.466 5.489
S1 5.374 5.374 5.465 5.420
S2 5.266 5.266 5.446
S3 5.066 5.174 5.428
S4 4.866 4.974 5.373
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.476 6.334 5.678
R3 6.122 5.980 5.580
R2 5.768 5.768 5.548
R1 5.626 5.626 5.515 5.697
PP 5.414 5.414 5.414 5.450
S1 5.272 5.272 5.451 5.343
S2 5.060 5.060 5.418
S3 4.706 4.918 5.386
S4 4.352 4.564 5.288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.557 5.203 0.354 6.5% 0.200 3.6% 79% True False 33,262
10 5.724 5.056 0.668 12.2% 0.203 3.7% 64% False False 30,362
20 5.741 5.056 0.685 12.5% 0.213 3.9% 62% False False 28,232
40 5.940 4.971 0.969 17.7% 0.225 4.1% 53% False False 23,667
60 5.940 4.595 1.345 24.5% 0.220 4.0% 66% False False 19,959
80 6.180 4.595 1.585 28.9% 0.214 3.9% 56% False False 17,029
100 6.180 4.595 1.585 28.9% 0.207 3.8% 56% False False 14,896
120 6.180 4.595 1.585 28.9% 0.197 3.6% 56% False False 12,959
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.407
2.618 6.081
1.618 5.881
1.000 5.757
0.618 5.681
HIGH 5.557
0.618 5.481
0.500 5.457
0.382 5.433
LOW 5.357
0.618 5.233
1.000 5.157
1.618 5.033
2.618 4.833
4.250 4.507
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 5.474 5.449
PP 5.466 5.414
S1 5.457 5.380

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

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