NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 5.580 5.399 -0.181 -3.2% 5.217
High 5.638 5.442 -0.196 -3.5% 5.557
Low 5.367 5.238 -0.129 -2.4% 5.203
Close 5.371 5.265 -0.106 -2.0% 5.483
Range 0.271 0.204 -0.067 -24.7% 0.354
ATR 0.229 0.227 -0.002 -0.8% 0.000
Volume 52,970 53,036 66 0.1% 166,312
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.927 5.800 5.377
R3 5.723 5.596 5.321
R2 5.519 5.519 5.302
R1 5.392 5.392 5.284 5.354
PP 5.315 5.315 5.315 5.296
S1 5.188 5.188 5.246 5.150
S2 5.111 5.111 5.228
S3 4.907 4.984 5.209
S4 4.703 4.780 5.153
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 8.3% 0.226 4.3% 14% False False 42,993
10 5.638 5.056 0.582 11.1% 0.208 4.0% 36% False False 35,651
20 5.738 5.056 0.682 13.0% 0.214 4.1% 31% False False 30,774
40 5.940 5.056 0.884 16.8% 0.218 4.1% 24% False False 25,054
60 5.940 4.595 1.345 25.5% 0.223 4.2% 50% False False 21,328
80 6.180 4.595 1.585 30.1% 0.213 4.0% 42% False False 18,148
100 6.180 4.595 1.585 30.1% 0.207 3.9% 42% False False 15,853
120 6.180 4.595 1.585 30.1% 0.200 3.8% 42% False False 13,805
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 0.055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.309
2.618 5.976
1.618 5.772
1.000 5.646
0.618 5.568
HIGH 5.442
0.618 5.364
0.500 5.340
0.382 5.316
LOW 5.238
0.618 5.112
1.000 5.034
1.618 4.908
2.618 4.704
4.250 4.371
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 5.340 5.438
PP 5.315 5.380
S1 5.290 5.323

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

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