NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 4.142 4.092 -0.050 -1.2% 4.389
High 4.142 4.112 -0.030 -0.7% 4.447
Low 4.052 3.940 -0.112 -2.8% 4.050
Close 4.105 3.981 -0.124 -3.0% 4.169
Range 0.090 0.172 0.082 91.1% 0.397
ATR 0.146 0.148 0.002 1.3% 0.000
Volume 76,253 75,399 -854 -1.1% 499,149
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.527 4.426 4.076
R3 4.355 4.254 4.028
R2 4.183 4.183 4.013
R1 4.082 4.082 3.997 4.047
PP 4.011 4.011 4.011 3.993
S1 3.910 3.910 3.965 3.875
S2 3.839 3.839 3.949
S3 3.667 3.738 3.934
S4 3.495 3.566 3.886
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 4.175 3.940 0.235 5.9% 0.124 3.1% 17% False True 92,309
10 4.469 3.940 0.529 13.3% 0.125 3.1% 8% False True 90,492
20 4.869 3.940 0.929 23.3% 0.133 3.4% 4% False True 85,300
40 5.638 3.940 1.698 42.7% 0.158 4.0% 2% False True 71,786
60 5.940 3.940 2.000 50.2% 0.182 4.6% 2% False True 55,632
80 5.940 3.940 2.000 50.2% 0.193 4.9% 2% False True 46,308
100 5.940 3.940 2.000 50.2% 0.195 4.9% 2% False True 39,064
120 6.180 3.940 2.240 56.3% 0.194 4.9% 2% False True 33,855
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.843
2.618 4.562
1.618 4.390
1.000 4.284
0.618 4.218
HIGH 4.112
0.618 4.046
0.500 4.026
0.382 4.006
LOW 3.940
0.618 3.834
1.000 3.768
1.618 3.662
2.618 3.490
4.250 3.209
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 4.026 4.050
PP 4.011 4.027
S1 3.996 4.004

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

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