NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 5.445 5.580 0.135 2.5% 5.217
High 5.557 5.638 0.081 1.5% 5.557
Low 5.357 5.367 0.010 0.2% 5.203
Close 5.483 5.371 -0.112 -2.0% 5.483
Range 0.200 0.271 0.071 35.5% 0.354
ATR 0.225 0.229 0.003 1.4% 0.000
Volume 40,875 52,970 12,095 29.6% 166,312
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.272 6.092 5.520
R3 6.001 5.821 5.446
R2 5.730 5.730 5.421
R1 5.550 5.550 5.396 5.505
PP 5.459 5.459 5.459 5.436
S1 5.279 5.279 5.346 5.234
S2 5.188 5.188 5.321
S3 4.917 5.008 5.296
S4 4.646 4.737 5.222
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 5.638 5.203 0.435 8.1% 0.215 4.0% 39% True False 38,755
10 5.638 5.056 0.582 10.8% 0.214 4.0% 54% True False 32,463
20 5.738 5.056 0.682 12.7% 0.217 4.0% 46% False False 29,274
40 5.940 4.971 0.969 18.0% 0.224 4.2% 41% False False 24,233
60 5.940 4.595 1.345 25.0% 0.222 4.1% 58% False False 20,596
80 6.180 4.595 1.585 29.5% 0.213 4.0% 49% False False 17,591
100 6.180 4.595 1.585 29.5% 0.208 3.9% 49% False False 15,362
120 6.180 4.595 1.585 29.5% 0.199 3.7% 49% False False 13,379
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 0.051
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6.790
2.618 6.347
1.618 6.076
1.000 5.909
0.618 5.805
HIGH 5.638
0.618 5.534
0.500 5.503
0.382 5.471
LOW 5.367
0.618 5.200
1.000 5.096
1.618 4.929
2.618 4.658
4.250 4.215
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 5.503 5.421
PP 5.459 5.404
S1 5.415 5.388

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

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