NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 4.537 4.571 0.034 0.7% 4.772
High 4.575 4.603 0.028 0.6% 4.869
Low 4.458 4.476 0.018 0.4% 4.540
Close 4.527 4.516 -0.011 -0.2% 4.593
Range 0.117 0.127 0.010 8.5% 0.329
ATR 0.173 0.170 -0.003 -1.9% 0.000
Volume 64,871 68,080 3,209 4.9% 413,256
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.913 4.841 4.586
R3 4.786 4.714 4.551
R2 4.659 4.659 4.539
R1 4.587 4.587 4.528 4.560
PP 4.532 4.532 4.532 4.518
S1 4.460 4.460 4.504 4.433
S2 4.405 4.405 4.493
S3 4.278 4.333 4.481
S4 4.151 4.206 4.446
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.654 5.453 4.774
R3 5.325 5.124 4.683
R2 4.996 4.996 4.653
R1 4.795 4.795 4.623 4.731
PP 4.667 4.667 4.667 4.636
S1 4.466 4.466 4.563 4.402
S2 4.338 4.338 4.533
S3 4.009 4.137 4.503
S4 3.680 3.808 4.412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.790 4.458 0.332 7.4% 0.134 3.0% 17% False False 77,427
10 4.931 4.458 0.473 10.5% 0.139 3.1% 12% False False 79,574
20 5.531 4.458 1.073 23.8% 0.156 3.5% 5% False False 75,984
40 5.738 4.458 1.280 28.3% 0.187 4.1% 5% False False 52,629
60 5.940 4.458 1.482 32.8% 0.201 4.5% 4% False False 41,484
80 5.940 4.458 1.482 32.8% 0.205 4.5% 4% False False 34,443
100 6.180 4.458 1.722 38.1% 0.201 4.5% 3% False False 29,270
120 6.180 4.458 1.722 38.1% 0.199 4.4% 3% False False 25,466
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.143
2.618 4.935
1.618 4.808
1.000 4.730
0.618 4.681
HIGH 4.603
0.618 4.554
0.500 4.540
0.382 4.525
LOW 4.476
0.618 4.398
1.000 4.349
1.618 4.271
2.618 4.144
4.250 3.936
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 4.540 4.542
PP 4.532 4.533
S1 4.524 4.525

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

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