NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 4.158 4.116 -0.042 -1.0% 4.389
High 4.168 4.160 -0.008 -0.2% 4.447
Low 4.036 4.058 0.022 0.5% 4.050
Close 4.079 4.130 0.051 1.3% 4.169
Range 0.132 0.102 -0.030 -22.7% 0.397
ATR 0.154 0.150 -0.004 -2.4% 0.000
Volume 74,118 81,871 7,753 10.5% 499,149
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.422 4.378 4.186
R3 4.320 4.276 4.158
R2 4.218 4.218 4.149
R1 4.174 4.174 4.139 4.196
PP 4.116 4.116 4.116 4.127
S1 4.072 4.072 4.121 4.094
S2 4.014 4.014 4.111
S3 3.912 3.970 4.102
S4 3.810 3.868 4.074
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 4.368 4.036 0.332 8.0% 0.137 3.3% 28% False False 99,413
10 4.595 4.036 0.559 13.5% 0.131 3.2% 17% False False 92,377
20 4.931 4.036 0.895 21.7% 0.135 3.3% 11% False False 85,975
40 5.638 4.036 1.602 38.8% 0.164 4.0% 6% False False 69,202
60 5.940 4.036 1.904 46.1% 0.185 4.5% 5% False False 53,544
80 5.940 4.036 1.904 46.1% 0.200 4.8% 5% False False 44,782
100 5.940 4.036 1.904 46.1% 0.196 4.8% 5% False False 37,718
120 6.180 4.036 2.144 51.9% 0.194 4.7% 4% False False 32,734
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.594
2.618 4.427
1.618 4.325
1.000 4.262
0.618 4.223
HIGH 4.160
0.618 4.121
0.500 4.109
0.382 4.097
LOW 4.058
0.618 3.995
1.000 3.956
1.618 3.893
2.618 3.791
4.250 3.625
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 4.123 4.122
PP 4.116 4.114
S1 4.109 4.106

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

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