NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 5.143 4.960 -0.183 -3.6% 5.431
High 5.157 5.000 -0.157 -3.0% 5.531
Low 5.014 4.860 -0.154 -3.1% 5.014
Close 5.057 4.913 -0.144 -2.8% 5.057
Range 0.143 0.140 -0.003 -2.1% 0.517
ATR 0.209 0.208 -0.001 -0.4% 0.000
Volume 68,990 70,888 1,898 2.8% 281,306
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.344 5.269 4.990
R3 5.204 5.129 4.952
R2 5.064 5.064 4.939
R1 4.989 4.989 4.926 4.957
PP 4.924 4.924 4.924 4.908
S1 4.849 4.849 4.900 4.817
S2 4.784 4.784 4.887
S3 4.644 4.709 4.875
S4 4.504 4.569 4.836
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 4.860 0.671 13.7% 0.182 3.7% 8% False True 70,438
10 5.638 4.860 0.778 15.8% 0.187 3.8% 7% False True 70,049
20 5.724 4.860 0.864 17.6% 0.195 4.0% 6% False True 50,206
40 5.940 4.860 1.080 22.0% 0.213 4.3% 5% False True 35,816
60 5.940 4.595 1.345 27.4% 0.222 4.5% 24% False False 29,915
80 5.940 4.595 1.345 27.4% 0.211 4.3% 24% False False 24,786
100 6.180 4.595 1.585 32.3% 0.208 4.2% 20% False False 21,375
120 6.180 4.595 1.585 32.3% 0.205 4.2% 20% False False 18,616
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 0.048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.595
2.618 5.367
1.618 5.227
1.000 5.140
0.618 5.087
HIGH 5.000
0.618 4.947
0.500 4.930
0.382 4.913
LOW 4.860
0.618 4.773
1.000 4.720
1.618 4.633
2.618 4.493
4.250 4.265
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 4.930 5.128
PP 4.924 5.056
S1 4.919 4.985

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

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