NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 12-Apr-2010
Day Change Summary
Previous Current
09-Apr-2010 12-Apr-2010 Change Change % Previous Week
Open 3.939 4.093 0.154 3.9% 4.096
High 4.102 4.180 0.078 1.9% 4.334
Low 3.907 3.936 0.029 0.7% 3.857
Close 4.070 4.008 -0.062 -1.5% 4.070
Range 0.195 0.244 0.049 25.1% 0.477
ATR 0.185 0.189 0.004 2.3% 0.000
Volume 139,300 129,794 -9,506 -6.8% 489,553
Daily Pivots for day following 12-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.773 4.635 4.142
R3 4.529 4.391 4.075
R2 4.285 4.285 4.053
R1 4.147 4.147 4.030 4.094
PP 4.041 4.041 4.041 4.015
S1 3.903 3.903 3.986 3.850
S2 3.797 3.797 3.963
S3 3.553 3.659 3.941
S4 3.309 3.415 3.874
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 11.9% 0.222 5.5% 32% False False 123,869
10 4.334 3.810 0.524 13.1% 0.228 5.7% 38% False False 96,312
20 4.521 3.810 0.711 17.7% 0.178 4.4% 28% False False 77,294
40 5.572 3.810 1.762 44.0% 0.166 4.1% 11% False False 52,852
60 5.767 3.810 1.957 48.8% 0.172 4.3% 10% False False 42,723
80 5.956 3.810 2.146 53.5% 0.181 4.5% 9% False False 34,089
100 5.956 3.810 2.146 53.5% 0.191 4.8% 9% False False 28,252
120 6.200 3.810 2.390 59.6% 0.185 4.6% 8% False False 24,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.061
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.217
2.618 4.819
1.618 4.575
1.000 4.424
0.618 4.331
HIGH 4.180
0.618 4.087
0.500 4.058
0.382 4.029
LOW 3.936
0.618 3.785
1.000 3.692
1.618 3.541
2.618 3.297
4.250 2.899
Fisher Pivots for day following 12-Apr-2010
Pivot 1 day 3 day
R1 4.058 4.019
PP 4.041 4.015
S1 4.025 4.012

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

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