NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 4.415 4.389 -0.026 -0.6% 4.537
High 4.469 4.447 -0.022 -0.5% 4.603
Low 4.377 4.334 -0.043 -1.0% 4.377
Close 4.400 4.391 -0.009 -0.2% 4.400
Range 0.092 0.113 0.021 22.8% 0.226
ATR 0.163 0.160 -0.004 -2.2% 0.000
Volume 98,139 56,909 -41,230 -42.0% 401,586
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.730 4.673 4.453
R3 4.617 4.560 4.422
R2 4.504 4.504 4.412
R1 4.447 4.447 4.401 4.476
PP 4.391 4.391 4.391 4.405
S1 4.334 4.334 4.381 4.363
S2 4.278 4.278 4.370
S3 4.165 4.221 4.360
S4 4.052 4.108 4.329
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 4.334 0.269 6.1% 0.131 3.0% 21% False True 78,724
10 4.790 4.334 0.456 10.4% 0.130 3.0% 13% False True 80,251
20 5.531 4.334 1.197 27.3% 0.148 3.4% 5% False True 77,494
40 5.738 4.334 1.404 32.0% 0.173 3.9% 4% False True 57,973
60 5.940 4.334 1.606 36.6% 0.194 4.4% 4% False True 45,552
80 5.940 4.334 1.606 36.6% 0.204 4.7% 4% False True 38,063
100 6.180 4.334 1.846 42.0% 0.199 4.5% 3% False True 32,227
120 6.180 4.334 1.846 42.0% 0.196 4.5% 3% False True 28,010
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.927
2.618 4.743
1.618 4.630
1.000 4.560
0.618 4.517
HIGH 4.447
0.618 4.404
0.500 4.391
0.382 4.377
LOW 4.334
0.618 4.264
1.000 4.221
1.618 4.151
2.618 4.038
4.250 3.854
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 4.391 4.464
PP 4.391 4.439
S1 4.391 4.415

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

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