NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 20-Apr-2010
Day Change Summary
Previous Current
19-Apr-2010 20-Apr-2010 Change Change % Previous Week
Open 4.038 3.958 -0.080 -2.0% 4.093
High 4.077 3.993 -0.084 -2.1% 4.269
Low 3.902 3.879 -0.023 -0.6% 3.936
Close 3.944 3.975 0.031 0.8% 4.039
Range 0.175 0.114 -0.061 -34.9% 0.333
ATR 0.186 0.181 -0.005 -2.8% 0.000
Volume 123,292 117,500 -5,792 -4.7% 776,596
Daily Pivots for day following 20-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.291 4.247 4.038
R3 4.177 4.133 4.006
R2 4.063 4.063 3.996
R1 4.019 4.019 3.985 4.041
PP 3.949 3.949 3.949 3.960
S1 3.905 3.905 3.965 3.927
S2 3.835 3.835 3.954
S3 3.721 3.791 3.944
S4 3.607 3.677 3.912
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 3.879 0.390 9.8% 0.161 4.1% 25% False True 143,819
10 4.269 3.857 0.412 10.4% 0.187 4.7% 29% False False 139,796
20 4.334 3.810 0.524 13.2% 0.190 4.8% 31% False False 103,781
40 5.006 3.810 1.196 30.1% 0.162 4.1% 14% False False 70,956
60 5.754 3.810 1.944 48.9% 0.171 4.3% 8% False False 56,145
80 5.956 3.810 2.146 54.0% 0.179 4.5% 8% False False 44,646
100 5.956 3.810 2.146 54.0% 0.191 4.8% 8% False False 36,938
120 5.956 3.810 2.146 54.0% 0.185 4.7% 8% False False 31,405
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 0.050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.478
2.618 4.291
1.618 4.177
1.000 4.107
0.618 4.063
HIGH 3.993
0.618 3.949
0.500 3.936
0.382 3.923
LOW 3.879
0.618 3.809
1.000 3.765
1.618 3.695
2.618 3.581
4.250 3.395
Fisher Pivots for day following 20-Apr-2010
Pivot 1 day 3 day
R1 3.962 3.989
PP 3.949 3.984
S1 3.936 3.980

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

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