NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 4.091 4.158 0.067 1.6% 4.389
High 4.175 4.168 -0.007 -0.2% 4.447
Low 4.050 4.036 -0.014 -0.3% 4.050
Close 4.169 4.079 -0.090 -2.2% 4.169
Range 0.125 0.132 0.007 5.6% 0.397
ATR 0.155 0.154 -0.002 -1.0% 0.000
Volume 153,905 74,118 -79,787 -51.8% 499,149
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.490 4.417 4.152
R3 4.358 4.285 4.115
R2 4.226 4.226 4.103
R1 4.153 4.153 4.091 4.124
PP 4.094 4.094 4.094 4.080
S1 4.021 4.021 4.067 3.992
S2 3.962 3.962 4.055
S3 3.830 3.889 4.043
S4 3.698 3.757 4.006
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 4.423 4.036 0.387 9.5% 0.137 3.3% 11% False True 103,271
10 4.603 4.036 0.567 13.9% 0.134 3.3% 8% False True 90,998
20 4.946 4.036 0.910 22.3% 0.137 3.4% 5% False True 85,703
40 5.724 4.036 1.688 41.4% 0.166 4.1% 3% False True 67,954
60 5.940 4.036 1.904 46.7% 0.187 4.6% 2% False True 52,445
80 5.940 4.036 1.904 46.7% 0.201 4.9% 2% False True 43,862
100 5.940 4.036 1.904 46.7% 0.196 4.8% 2% False True 36,969
120 6.180 4.036 2.144 52.6% 0.196 4.8% 2% False True 32,097
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.729
2.618 4.514
1.618 4.382
1.000 4.300
0.618 4.250
HIGH 4.168
0.618 4.118
0.500 4.102
0.382 4.086
LOW 4.036
0.618 3.954
1.000 3.904
1.618 3.822
2.618 3.690
4.250 3.475
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 4.102 4.164
PP 4.094 4.136
S1 4.087 4.107

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

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