NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 4.389 4.385 -0.004 -0.1% 4.537
High 4.447 4.423 -0.024 -0.5% 4.603
Low 4.334 4.323 -0.011 -0.3% 4.377
Close 4.391 4.347 -0.044 -1.0% 4.400
Range 0.113 0.100 -0.013 -11.5% 0.226
ATR 0.160 0.155 -0.004 -2.7% 0.000
Volume 56,909 101,163 44,254 77.8% 401,586
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.664 4.606 4.402
R3 4.564 4.506 4.375
R2 4.464 4.464 4.365
R1 4.406 4.406 4.356 4.385
PP 4.364 4.364 4.364 4.354
S1 4.306 4.306 4.338 4.285
S2 4.264 4.264 4.329
S3 4.164 4.206 4.320
S4 4.064 4.106 4.292
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 4.595 4.323 0.272 6.3% 0.126 2.9% 9% False True 85,341
10 4.790 4.323 0.467 10.7% 0.130 3.0% 5% False True 81,384
20 5.395 4.323 1.072 24.7% 0.142 3.3% 2% False True 78,991
40 5.738 4.323 1.415 32.6% 0.170 3.9% 2% False True 59,661
60 5.940 4.323 1.617 37.2% 0.194 4.5% 1% False True 46,938
80 5.940 4.323 1.617 37.2% 0.203 4.7% 1% False True 39,202
100 6.180 4.323 1.857 42.7% 0.199 4.6% 1% False True 33,174
120 6.180 4.323 1.857 42.7% 0.196 4.5% 1% False True 28,809
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.848
2.618 4.685
1.618 4.585
1.000 4.523
0.618 4.485
HIGH 4.423
0.618 4.385
0.500 4.373
0.382 4.361
LOW 4.323
0.618 4.261
1.000 4.223
1.618 4.161
2.618 4.061
4.250 3.898
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 4.373 4.396
PP 4.364 4.380
S1 4.356 4.363

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

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