NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 4.009 3.939 -0.070 -1.7% 4.096
High 4.099 4.102 0.003 0.1% 4.334
Low 3.857 3.907 0.050 1.3% 3.857
Close 3.909 4.070 0.161 4.1% 4.070
Range 0.242 0.195 -0.047 -19.4% 0.477
ATR 0.184 0.185 0.001 0.4% 0.000
Volume 115,381 139,300 23,919 20.7% 489,553
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.611 4.536 4.177
R3 4.416 4.341 4.124
R2 4.221 4.221 4.106
R1 4.146 4.146 4.088 4.184
PP 4.026 4.026 4.026 4.045
S1 3.951 3.951 4.052 3.989
S2 3.831 3.831 4.034
S3 3.636 3.756 4.016
S4 3.441 3.561 3.963
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.518 5.271 4.332
R3 5.041 4.794 4.201
R2 4.564 4.564 4.157
R1 4.317 4.317 4.114 4.202
PP 4.087 4.087 4.087 4.030
S1 3.840 3.840 4.026 3.725
S2 3.610 3.610 3.983
S3 3.133 3.363 3.939
S4 2.656 2.886 3.808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.334 3.857 0.477 11.7% 0.236 5.8% 45% False False 97,910
10 4.334 3.810 0.524 12.9% 0.216 5.3% 50% False False 90,880
20 4.534 3.810 0.724 17.8% 0.170 4.2% 36% False False 73,165
40 5.572 3.810 1.762 43.3% 0.163 4.0% 15% False False 50,920
60 5.767 3.810 1.957 48.1% 0.173 4.2% 13% False False 40,779
80 5.956 3.810 2.146 52.7% 0.181 4.4% 12% False False 32,531
100 5.956 3.810 2.146 52.7% 0.190 4.7% 12% False False 26,999
120 6.200 3.810 2.390 58.7% 0.185 4.5% 11% False False 23,086
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 0.055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.931
2.618 4.613
1.618 4.418
1.000 4.297
0.618 4.223
HIGH 4.102
0.618 4.028
0.500 4.005
0.382 3.981
LOW 3.907
0.618 3.786
1.000 3.712
1.618 3.591
2.618 3.396
4.250 3.078
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 4.048 4.052
PP 4.026 4.033
S1 4.005 4.015

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

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