NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 4.289 4.091 -0.198 -4.6% 4.389
High 4.292 4.175 -0.117 -2.7% 4.447
Low 4.054 4.050 -0.004 -0.1% 4.050
Close 4.085 4.169 0.084 2.1% 4.169
Range 0.238 0.125 -0.113 -47.5% 0.397
ATR 0.158 0.155 -0.002 -1.5% 0.000
Volume 80,233 153,905 73,672 91.8% 499,149
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.506 4.463 4.238
R3 4.381 4.338 4.203
R2 4.256 4.256 4.192
R1 4.213 4.213 4.180 4.235
PP 4.131 4.131 4.131 4.142
S1 4.088 4.088 4.158 4.110
S2 4.006 4.006 4.146
S3 3.881 3.963 4.135
S4 3.756 3.838 4.100
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.413 5.188 4.387
R3 5.016 4.791 4.278
R2 4.619 4.619 4.242
R1 4.394 4.394 4.205 4.308
PP 4.222 4.222 4.222 4.179
S1 3.997 3.997 4.133 3.911
S2 3.825 3.825 4.096
S3 3.428 3.600 4.060
S4 3.031 3.203 3.951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.447 4.050 0.397 9.5% 0.133 3.2% 30% False True 99,829
10 4.603 4.050 0.553 13.3% 0.132 3.2% 22% False True 90,073
20 5.000 4.050 0.950 22.8% 0.137 3.3% 13% False True 85,541
40 5.738 4.050 1.688 40.5% 0.167 4.0% 7% False True 66,733
60 5.940 4.050 1.890 45.3% 0.189 4.5% 6% False True 51,455
80 5.940 4.050 1.890 45.3% 0.201 4.8% 6% False True 43,078
100 5.940 4.050 1.890 45.3% 0.197 4.7% 6% False True 36,298
120 6.180 4.050 2.130 51.1% 0.196 4.7% 6% False True 31,523
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.706
2.618 4.502
1.618 4.377
1.000 4.300
0.618 4.252
HIGH 4.175
0.618 4.127
0.500 4.113
0.382 4.098
LOW 4.050
0.618 3.973
1.000 3.925
1.618 3.848
2.618 3.723
4.250 3.519
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 4.150 4.209
PP 4.131 4.196
S1 4.113 4.182

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

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