NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 5.367 5.143 -0.224 -4.2% 5.431
High 5.395 5.157 -0.238 -4.4% 5.531
Low 5.129 5.014 -0.115 -2.2% 5.014
Close 5.164 5.057 -0.107 -2.1% 5.057
Range 0.266 0.143 -0.123 -46.2% 0.517
ATR 0.213 0.209 -0.005 -2.1% 0.000
Volume 49,922 68,990 19,068 38.2% 281,306
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.505 5.424 5.136
R3 5.362 5.281 5.096
R2 5.219 5.219 5.083
R1 5.138 5.138 5.070 5.107
PP 5.076 5.076 5.076 5.061
S1 4.995 4.995 5.044 4.964
S2 4.933 4.933 5.031
S3 4.790 4.852 5.018
S4 4.647 4.709 4.978
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.752 6.421 5.341
R3 6.235 5.904 5.199
R2 5.718 5.718 5.152
R1 5.387 5.387 5.104 5.294
PP 5.201 5.201 5.201 5.154
S1 4.870 4.870 5.010 4.777
S2 4.684 4.684 4.962
S3 4.167 4.353 4.915
S4 3.650 3.836 4.773
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.531 5.014 0.517 10.2% 0.201 4.0% 8% False True 73,169
10 5.638 5.014 0.624 12.3% 0.193 3.8% 7% False True 67,048
20 5.738 5.014 0.724 14.3% 0.197 3.9% 6% False True 47,924
40 5.940 5.014 0.926 18.3% 0.214 4.2% 5% False True 34,413
60 5.940 4.595 1.345 26.6% 0.222 4.4% 34% False False 28,923
80 5.940 4.595 1.345 26.6% 0.212 4.2% 34% False False 23,987
100 6.180 4.595 1.585 31.3% 0.208 4.1% 29% False False 20,719
120 6.180 4.595 1.585 31.3% 0.205 4.0% 29% False False 18,050
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 0.053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.765
2.618 5.531
1.618 5.388
1.000 5.300
0.618 5.245
HIGH 5.157
0.618 5.102
0.500 5.086
0.382 5.069
LOW 5.014
0.618 4.926
1.000 4.871
1.618 4.783
2.618 4.640
4.250 4.406
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 5.086 5.205
PP 5.076 5.155
S1 5.067 5.106

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

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