NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 4.116 4.142 0.026 0.6% 4.389
High 4.160 4.142 -0.018 -0.4% 4.447
Low 4.058 4.052 -0.006 -0.1% 4.050
Close 4.130 4.105 -0.025 -0.6% 4.169
Range 0.102 0.090 -0.012 -11.8% 0.397
ATR 0.150 0.146 -0.004 -2.9% 0.000
Volume 81,871 76,253 -5,618 -6.9% 499,149
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.370 4.327 4.155
R3 4.280 4.237 4.130
R2 4.190 4.190 4.122
R1 4.147 4.147 4.113 4.124
PP 4.100 4.100 4.100 4.088
S1 4.057 4.057 4.097 4.034
S2 4.010 4.010 4.089
S3 3.920 3.967 4.080
S4 3.830 3.877 4.056
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 4.292 4.036 0.256 6.2% 0.137 3.3% 27% False False 93,276
10 4.593 4.036 0.557 13.6% 0.126 3.1% 12% False False 92,537
20 4.894 4.036 0.858 20.9% 0.132 3.2% 8% False False 86,021
40 5.638 4.036 1.602 39.0% 0.160 3.9% 4% False False 70,579
60 5.940 4.036 1.904 46.4% 0.183 4.4% 4% False False 54,582
80 5.940 4.036 1.904 46.4% 0.196 4.8% 4% False False 45,585
100 5.940 4.036 1.904 46.4% 0.195 4.7% 4% False False 38,402
120 6.180 4.036 2.144 52.2% 0.194 4.7% 3% False False 33,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.525
2.618 4.378
1.618 4.288
1.000 4.232
0.618 4.198
HIGH 4.142
0.618 4.108
0.500 4.097
0.382 4.086
LOW 4.052
0.618 3.996
1.000 3.962
1.618 3.906
2.618 3.816
4.250 3.670
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 4.102 4.104
PP 4.100 4.103
S1 4.097 4.102

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

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