NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 5.324 5.367 0.043 0.8% 5.580
High 5.388 5.395 0.007 0.1% 5.638
Low 5.261 5.129 -0.132 -2.5% 5.222
Close 5.363 5.164 -0.199 -3.7% 5.447
Range 0.127 0.266 0.139 109.4% 0.416
ATR 0.209 0.213 0.004 1.9% 0.000
Volume 91,159 49,922 -41,237 -45.2% 348,305
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.027 5.862 5.310
R3 5.761 5.596 5.237
R2 5.495 5.495 5.213
R1 5.330 5.330 5.188 5.280
PP 5.229 5.229 5.229 5.204
S1 5.064 5.064 5.140 5.014
S2 4.963 4.963 5.115
S3 4.697 4.798 5.091
S4 4.431 4.532 5.018
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 5.129 0.402 7.8% 0.196 3.8% 9% False True 77,092
10 5.638 5.129 0.509 9.9% 0.205 4.0% 7% False True 63,626
20 5.738 5.056 0.682 13.2% 0.201 3.9% 16% False False 45,430
40 5.940 5.056 0.884 17.1% 0.218 4.2% 12% False False 33,096
60 5.940 4.595 1.345 26.0% 0.223 4.3% 42% False False 27,941
80 5.971 4.595 1.376 26.6% 0.213 4.1% 41% False False 23,229
100 6.180 4.595 1.585 30.7% 0.208 4.0% 36% False False 20,097
120 6.180 4.595 1.585 30.7% 0.205 4.0% 36% False False 17,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.059
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.526
2.618 6.091
1.618 5.825
1.000 5.661
0.618 5.559
HIGH 5.395
0.618 5.293
0.500 5.262
0.382 5.231
LOW 5.129
0.618 4.965
1.000 4.863
1.618 4.699
2.618 4.433
4.250 3.999
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 5.262 5.330
PP 5.229 5.275
S1 5.197 5.219

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

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