NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 4.510 4.576 0.066 1.5% 4.772
High 4.595 4.593 -0.002 0.0% 4.869
Low 4.450 4.415 -0.035 -0.8% 4.540
Close 4.559 4.440 -0.119 -2.6% 4.593
Range 0.145 0.178 0.033 22.8% 0.329
ATR 0.168 0.169 0.001 0.4% 0.000
Volume 74,653 95,843 21,190 28.4% 413,256
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.017 4.906 4.538
R3 4.839 4.728 4.489
R2 4.661 4.661 4.473
R1 4.550 4.550 4.456 4.517
PP 4.483 4.483 4.483 4.466
S1 4.372 4.372 4.424 4.339
S2 4.305 4.305 4.407
S3 4.127 4.194 4.391
S4 3.949 4.016 4.342
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 4.626 4.415 0.211 4.8% 0.131 2.9% 12% False True 81,163
10 4.869 4.415 0.454 10.2% 0.142 3.2% 6% False True 80,107
20 5.531 4.415 1.116 25.1% 0.156 3.5% 2% False True 78,399
40 5.738 4.415 1.323 29.8% 0.183 4.1% 2% False True 55,583
60 5.940 4.415 1.525 34.3% 0.196 4.4% 2% False True 43,533
80 5.940 4.415 1.525 34.3% 0.206 4.6% 2% False True 36,384
100 6.180 4.415 1.765 39.8% 0.201 4.5% 1% False True 30,819
120 6.180 4.415 1.765 39.8% 0.197 4.4% 1% False True 26,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.350
2.618 5.059
1.618 4.881
1.000 4.771
0.618 4.703
HIGH 4.593
0.618 4.525
0.500 4.504
0.382 4.483
LOW 4.415
0.618 4.305
1.000 4.237
1.618 4.127
2.618 3.949
4.250 3.659
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 4.504 4.509
PP 4.483 4.486
S1 4.461 4.463

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

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