NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 4.012 4.038 0.026 0.6% 4.093
High 4.099 4.077 -0.022 -0.5% 4.269
Low 3.985 3.902 -0.083 -2.1% 3.936
Close 4.039 3.944 -0.095 -2.4% 4.039
Range 0.114 0.175 0.061 53.5% 0.333
ATR 0.187 0.186 -0.001 -0.5% 0.000
Volume 162,637 123,292 -39,345 -24.2% 776,596
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.499 4.397 4.040
R3 4.324 4.222 3.992
R2 4.149 4.149 3.976
R1 4.047 4.047 3.960 4.011
PP 3.974 3.974 3.974 3.956
S1 3.872 3.872 3.928 3.836
S2 3.799 3.799 3.912
S3 3.624 3.697 3.896
S4 3.449 3.522 3.848
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 3.902 0.367 9.3% 0.183 4.6% 11% False True 154,018
10 4.334 3.857 0.477 12.1% 0.203 5.1% 18% False False 138,944
20 4.334 3.810 0.524 13.3% 0.191 4.8% 26% False False 100,073
40 5.066 3.810 1.256 31.8% 0.163 4.1% 11% False False 68,692
60 5.767 3.810 1.957 49.6% 0.171 4.3% 7% False False 54,409
80 5.956 3.810 2.146 54.4% 0.181 4.6% 6% False False 43,249
100 5.956 3.810 2.146 54.4% 0.191 4.8% 6% False False 35,789
120 5.956 3.810 2.146 54.4% 0.186 4.7% 6% False False 30,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.821
2.618 4.535
1.618 4.360
1.000 4.252
0.618 4.185
HIGH 4.077
0.618 4.010
0.500 3.990
0.382 3.969
LOW 3.902
0.618 3.794
1.000 3.727
1.618 3.619
2.618 3.444
4.250 3.158
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 3.990 4.059
PP 3.974 4.021
S1 3.959 3.982

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

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