NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 4.576 4.415 -0.161 -3.5% 4.537
High 4.593 4.469 -0.124 -2.7% 4.603
Low 4.415 4.377 -0.038 -0.9% 4.377
Close 4.440 4.400 -0.040 -0.9% 4.400
Range 0.178 0.092 -0.086 -48.3% 0.226
ATR 0.169 0.163 -0.005 -3.2% 0.000
Volume 95,843 98,139 2,296 2.4% 401,586
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.691 4.638 4.451
R3 4.599 4.546 4.425
R2 4.507 4.507 4.417
R1 4.454 4.454 4.408 4.435
PP 4.415 4.415 4.415 4.406
S1 4.362 4.362 4.392 4.343
S2 4.323 4.323 4.383
S3 4.231 4.270 4.375
S4 4.139 4.178 4.349
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.138 4.995 4.524
R3 4.912 4.769 4.462
R2 4.686 4.686 4.441
R1 4.543 4.543 4.421 4.502
PP 4.460 4.460 4.460 4.439
S1 4.317 4.317 4.379 4.276
S2 4.234 4.234 4.359
S3 4.008 4.091 4.338
S4 3.782 3.865 4.276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.603 4.377 0.226 5.1% 0.132 3.0% 10% False True 80,317
10 4.869 4.377 0.492 11.2% 0.140 3.2% 5% False True 81,484
20 5.531 4.377 1.154 26.2% 0.154 3.5% 2% False True 78,876
40 5.738 4.377 1.361 30.9% 0.177 4.0% 2% False True 57,397
60 5.940 4.377 1.563 35.5% 0.194 4.4% 1% False True 44,873
80 5.940 4.377 1.563 35.5% 0.206 4.7% 1% False True 37,477
100 6.180 4.377 1.803 41.0% 0.199 4.5% 1% False True 31,738
120 6.180 4.377 1.803 41.0% 0.196 4.5% 1% False True 27,575
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.860
2.618 4.710
1.618 4.618
1.000 4.561
0.618 4.526
HIGH 4.469
0.618 4.434
0.500 4.423
0.382 4.412
LOW 4.377
0.618 4.320
1.000 4.285
1.618 4.228
2.618 4.136
4.250 3.986
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 4.423 4.486
PP 4.415 4.457
S1 4.408 4.429

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

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