NYMEX Natural Gas Future April 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	4.960	4.935	-0.025	-0.5%	5.431
High	5.000	4.946	-0.054	-1.1%	5.531
Low	4.860	4.805	-0.055	-1.1%	5.014
Close	4.913	4.809	-0.104	-2.1%	5.057
Range	0.140	0.141	0.001	0.7%	0.517
ATR	0.208	0.203	-0.005	-2.3%	0.000
Volume	70,888	76,419	5,531	7.8%	281,306

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.276	5.184	4.887
R3	5.135	5.043	4.848
R2	4.994	4.994	4.835
R1	4.902	4.902	4.822	4.878
PP	4.853	4.853	4.853	4.841
S1	4.761	4.761	4.796	4.737
S2	4.712	4.712	4.783
S3	4.571	4.620	4.770
S4	4.430	4.479	4.731

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	5.395	4.805	0.590	12.3%	0.163	3.4%	1%	False	True	71,475
10	5.531	4.805	0.726	15.1%	0.174	3.6%	1%	False	True	72,394
20	5.638	4.805	0.833	17.3%	0.194	4.0%	0%	False	True	52,429
40	5.940	4.805	1.135	23.6%	0.211	4.4%	0%	False	True	37,329
60	5.940	4.595	1.345	28.0%	0.222	4.6%	16%	False	False	31,050
80	5.940	4.595	1.345	28.0%	0.212	4.4%	16%	False	False	25,654
100	6.180	4.595	1.585	33.0%	0.206	4.3%	14%	False	False	22,085
120	6.180	4.595	1.585	33.0%	0.205	4.3%	14%	False	False	19,229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.545
2.618	5.315
1.618	5.174
1.000	5.087
0.618	5.033
HIGH	4.946
0.618	4.892
0.500	4.876
0.382	4.859
LOW	4.805
0.618	4.718
1.000	4.664
1.618	4.577
2.618	4.436
4.250	4.206

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	4.876	4.981
PP	4.853	4.924
S1	4.831	4.866

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols