NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 4.385 4.334 -0.051 -1.2% 4.537
High 4.423 4.368 -0.055 -1.2% 4.603
Low 4.323 4.280 -0.043 -1.0% 4.377
Close 4.347 4.303 -0.044 -1.0% 4.400
Range 0.100 0.088 -0.012 -12.0% 0.226
ATR 0.155 0.151 -0.005 -3.1% 0.000
Volume 101,163 106,939 5,776 5.7% 401,586
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.581 4.530 4.351
R3 4.493 4.442 4.327
R2 4.405 4.405 4.319
R1 4.354 4.354 4.311 4.336
PP 4.317 4.317 4.317 4.308
S1 4.266 4.266 4.295 4.248
S2 4.229 4.229 4.287
S3 4.141 4.178 4.279
S4 4.053 4.090 4.255
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 4.593 4.280 0.313 7.3% 0.114 2.7% 7% False True 91,798
10 4.787 4.280 0.507 11.8% 0.128 3.0% 5% False True 83,513
20 5.395 4.280 1.115 25.9% 0.140 3.2% 2% False True 79,780
40 5.738 4.280 1.458 33.9% 0.167 3.9% 2% False True 61,934
60 5.940 4.280 1.660 38.6% 0.190 4.4% 1% False True 48,408
80 5.940 4.280 1.660 38.6% 0.201 4.7% 1% False True 40,420
100 6.055 4.280 1.775 41.3% 0.198 4.6% 1% False True 34,150
120 6.180 4.280 1.900 44.2% 0.196 4.5% 1% False True 29,673
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.037
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.742
2.618 4.598
1.618 4.510
1.000 4.456
0.618 4.422
HIGH 4.368
0.618 4.334
0.500 4.324
0.382 4.314
LOW 4.280
0.618 4.226
1.000 4.192
1.618 4.138
2.618 4.050
4.250 3.906
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 4.324 4.364
PP 4.317 4.343
S1 4.310 4.323

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

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