NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 3.958 3.975 0.017 0.4% 4.093
High 3.993 4.044 0.051 1.3% 4.269
Low 3.879 3.933 0.054 1.4% 3.936
Close 3.975 3.955 -0.020 -0.5% 4.039
Range 0.114 0.111 -0.003 -2.6% 0.333
ATR 0.181 0.176 -0.005 -2.8% 0.000
Volume 117,500 99,489 -18,011 -15.3% 776,596
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.310 4.244 4.016
R3 4.199 4.133 3.986
R2 4.088 4.088 3.975
R1 4.022 4.022 3.965 4.000
PP 3.977 3.977 3.977 3.966
S1 3.911 3.911 3.945 3.889
S2 3.866 3.866 3.935
S3 3.755 3.800 3.924
S4 3.644 3.689 3.894
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 4.216 3.879 0.337 8.5% 0.153 3.9% 23% False False 133,304
10 4.269 3.857 0.412 10.4% 0.182 4.6% 24% False False 137,155
20 4.334 3.810 0.524 13.2% 0.190 4.8% 28% False False 106,292
40 4.993 3.810 1.183 29.9% 0.161 4.1% 12% False False 72,806
60 5.683 3.810 1.873 47.4% 0.170 4.3% 8% False False 57,499
80 5.956 3.810 2.146 54.3% 0.178 4.5% 7% False False 45,802
100 5.956 3.810 2.146 54.3% 0.190 4.8% 7% False False 37,909
120 5.956 3.810 2.146 54.3% 0.185 4.7% 7% False False 32,213
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.049
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4.516
2.618 4.335
1.618 4.224
1.000 4.155
0.618 4.113
HIGH 4.044
0.618 4.002
0.500 3.989
0.382 3.975
LOW 3.933
0.618 3.864
1.000 3.822
1.618 3.753
2.618 3.642
4.250 3.461
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 3.989 3.978
PP 3.977 3.970
S1 3.966 3.963

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

View Archives - Comment on this page... - Back to Index of Symbols