NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 4.185 4.012 -0.173 -4.1% 4.093
High 4.216 4.099 -0.117 -2.8% 4.269
Low 3.967 3.985 0.018 0.5% 3.936
Close 3.985 4.039 0.054 1.4% 4.039
Range 0.249 0.114 -0.135 -54.2% 0.333
ATR 0.193 0.187 -0.006 -2.9% 0.000
Volume 163,603 162,637 -966 -0.6% 776,596
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.383 4.325 4.102
R3 4.269 4.211 4.070
R2 4.155 4.155 4.060
R1 4.097 4.097 4.049 4.126
PP 4.041 4.041 4.041 4.056
S1 3.983 3.983 4.029 4.012
S2 3.927 3.927 4.018
S3 3.813 3.869 4.008
S4 3.699 3.755 3.976
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.080 4.893 4.222
R3 4.747 4.560 4.131
R2 4.414 4.414 4.100
R1 4.227 4.227 4.070 4.154
PP 4.081 4.081 4.081 4.045
S1 3.894 3.894 4.008 3.821
S2 3.748 3.748 3.978
S3 3.415 3.561 3.947
S4 3.082 3.228 3.856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.269 3.936 0.333 8.2% 0.196 4.9% 31% False False 155,319
10 4.334 3.857 0.477 11.8% 0.216 5.3% 38% False False 126,614
20 4.334 3.810 0.524 13.0% 0.188 4.7% 44% False False 98,450
40 5.222 3.810 1.412 35.0% 0.162 4.0% 16% False False 66,307
60 5.767 3.810 1.957 48.5% 0.171 4.2% 12% False False 52,496
80 5.956 3.810 2.146 53.1% 0.182 4.5% 11% False False 41,789
100 5.956 3.810 2.146 53.1% 0.191 4.7% 11% False False 34,582
120 6.003 3.810 2.193 54.3% 0.186 4.6% 10% False False 29,456
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.057
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4.584
2.618 4.397
1.618 4.283
1.000 4.213
0.618 4.169
HIGH 4.099
0.618 4.055
0.500 4.042
0.382 4.029
LOW 3.985
0.618 3.915
1.000 3.871
1.618 3.801
2.618 3.687
4.250 3.501
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 4.042 4.118
PP 4.041 4.092
S1 4.040 4.065

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

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