NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 26-Apr-2010
Day Change Summary
Previous Current
23-Apr-2010 26-Apr-2010 Change Change % Previous Week
Open 4.117 4.290 0.173 4.2% 4.038
High 4.322 4.313 -0.009 -0.2% 4.322
Low 4.067 4.174 0.107 2.6% 3.879
Close 4.257 4.262 0.005 0.1% 4.257
Range 0.255 0.139 -0.116 -45.5% 0.443
ATR 0.185 0.182 -0.003 -1.8% 0.000
Volume 125,222 109,555 -15,667 -12.5% 550,400
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.667 4.603 4.338
R3 4.528 4.464 4.300
R2 4.389 4.389 4.287
R1 4.325 4.325 4.275 4.288
PP 4.250 4.250 4.250 4.231
S1 4.186 4.186 4.249 4.149
S2 4.111 4.111 4.237
S3 3.972 4.047 4.224
S4 3.833 3.908 4.186
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.482 5.312 4.501
R3 5.039 4.869 4.379
R2 4.596 4.596 4.338
R1 4.426 4.426 4.298 4.511
PP 4.153 4.153 4.153 4.195
S1 3.983 3.983 4.216 4.068
S2 3.710 3.710 4.176
S3 3.267 3.540 4.135
S4 2.824 3.097 4.013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.322 3.879 0.443 10.4% 0.168 3.9% 86% False False 107,332
10 4.322 3.879 0.443 10.4% 0.175 4.1% 86% False False 130,675
20 4.334 3.810 0.524 12.3% 0.202 4.7% 86% False False 113,494
40 4.931 3.810 1.121 26.3% 0.167 3.9% 40% False False 79,133
60 5.683 3.810 1.873 43.9% 0.170 4.0% 24% False False 62,239
80 5.956 3.810 2.146 50.4% 0.179 4.2% 21% False False 49,559
100 5.956 3.810 2.146 50.4% 0.186 4.4% 21% False False 40,983
120 5.956 3.810 2.146 50.4% 0.185 4.3% 21% False False 34,776
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.904
2.618 4.677
1.618 4.538
1.000 4.452
0.618 4.399
HIGH 4.313
0.618 4.260
0.500 4.244
0.382 4.227
LOW 4.174
0.618 4.088
1.000 4.035
1.618 3.949
2.618 3.810
4.250 3.583
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 4.256 4.217
PP 4.250 4.171
S1 4.244 4.126

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

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