NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 5.431 5.324 -0.107 -2.0% 5.580
High 5.531 5.388 -0.143 -2.6% 5.638
Low 5.298 5.261 -0.037 -0.7% 5.222
Close 5.302 5.363 0.061 1.2% 5.447
Range 0.233 0.127 -0.106 -45.5% 0.416
ATR 0.216 0.209 -0.006 -2.9% 0.000
Volume 71,235 91,159 19,924 28.0% 348,305
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.718 5.668 5.433
R3 5.591 5.541 5.398
R2 5.464 5.464 5.386
R1 5.414 5.414 5.375 5.439
PP 5.337 5.337 5.337 5.350
S1 5.287 5.287 5.351 5.312
S2 5.210 5.210 5.340
S3 5.083 5.160 5.328
S4 4.956 5.033 5.293
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.684 6.481 5.676
R3 6.268 6.065 5.561
R2 5.852 5.852 5.523
R1 5.649 5.649 5.485 5.543
PP 5.436 5.436 5.436 5.382
S1 5.233 5.233 5.409 5.127
S2 5.020 5.020 5.371
S3 4.604 4.817 5.333
S4 4.188 4.401 5.218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.531 5.222 0.309 5.8% 0.169 3.2% 46% False False 80,938
10 5.638 5.203 0.435 8.1% 0.198 3.7% 37% False False 61,965
20 5.738 5.056 0.682 12.7% 0.195 3.6% 45% False False 44,088
40 5.940 5.056 0.884 16.5% 0.215 4.0% 35% False False 32,722
60 5.940 4.595 1.345 25.1% 0.222 4.1% 57% False False 27,300
80 6.055 4.595 1.460 27.2% 0.212 4.0% 53% False False 22,743
100 6.180 4.595 1.585 29.6% 0.207 3.9% 48% False False 19,651
120 6.180 4.595 1.585 29.6% 0.203 3.8% 48% False False 17,084
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 0.066
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.928
2.618 5.720
1.618 5.593
1.000 5.515
0.618 5.466
HIGH 5.388
0.618 5.339
0.500 5.325
0.382 5.310
LOW 5.261
0.618 5.183
1.000 5.134
1.618 5.056
2.618 4.929
4.250 4.721
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 5.350 5.396
PP 5.337 5.385
S1 5.325 5.374

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

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