NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 4.876 4.800 -0.076 -1.6% 4.960
High 4.894 4.853 -0.041 -0.8% 5.000
Low 4.743 4.739 -0.004 -0.1% 4.739
Close 4.767 4.813 0.046 1.0% 4.813
Range 0.151 0.114 -0.037 -24.5% 0.261
ATR 0.196 0.190 -0.006 -3.0% 0.000
Volume 89,828 84,370 -5,458 -6.1% 396,842
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.144 5.092 4.876
R3 5.030 4.978 4.844
R2 4.916 4.916 4.834
R1 4.864 4.864 4.823 4.890
PP 4.802 4.802 4.802 4.815
S1 4.750 4.750 4.803 4.776
S2 4.688 4.688 4.792
S3 4.574 4.636 4.782
S4 4.460 4.522 4.750
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.634 5.484 4.957
R3 5.373 5.223 4.885
R2 5.112 5.112 4.861
R1 4.962 4.962 4.837 4.907
PP 4.851 4.851 4.851 4.823
S1 4.701 4.701 4.789 4.646
S2 4.590 4.590 4.765
S3 4.329 4.440 4.741
S4 4.068 4.179 4.669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.000 4.739 0.261 5.4% 0.138 2.9% 28% False True 79,368
10 5.531 4.739 0.792 16.5% 0.169 3.5% 9% False True 76,269
20 5.638 4.739 0.899 18.7% 0.180 3.7% 8% False True 61,105
40 5.930 4.739 1.191 24.7% 0.205 4.3% 6% False True 42,525
60 5.940 4.595 1.345 27.9% 0.210 4.4% 16% False False 34,598
80 5.940 4.595 1.345 27.9% 0.208 4.3% 16% False False 28,449
100 6.180 4.595 1.585 32.9% 0.205 4.2% 14% False False 24,340
120 6.180 4.595 1.585 32.9% 0.205 4.3% 14% False False 21,207
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 5.338
2.618 5.151
1.618 5.037
1.000 4.967
0.618 4.923
HIGH 4.853
0.618 4.809
0.500 4.796
0.382 4.783
LOW 4.739
0.618 4.669
1.000 4.625
1.618 4.555
2.618 4.441
4.250 4.255
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 4.807 4.835
PP 4.802 4.828
S1 4.796 4.820

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

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