NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 27-Apr-2010
Day Change Summary
Previous Current
26-Apr-2010 27-Apr-2010 Change Change % Previous Week
Open 4.290 4.239 -0.051 -1.2% 4.038
High 4.313 4.293 -0.020 -0.5% 4.322
Low 4.174 4.191 0.017 0.4% 3.879
Close 4.262 4.216 -0.046 -1.1% 4.257
Range 0.139 0.102 -0.037 -26.6% 0.443
ATR 0.182 0.176 -0.006 -3.1% 0.000
Volume 109,555 84,697 -24,858 -22.7% 550,400
Daily Pivots for day following 27-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.539 4.480 4.272
R3 4.437 4.378 4.244
R2 4.335 4.335 4.235
R1 4.276 4.276 4.225 4.255
PP 4.233 4.233 4.233 4.223
S1 4.174 4.174 4.207 4.153
S2 4.131 4.131 4.197
S3 4.029 4.072 4.188
S4 3.927 3.970 4.160
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 3.930 0.392 9.3% 0.165 3.9% 73% False False 100,772
10 4.322 3.879 0.443 10.5% 0.163 3.9% 76% False False 122,295
20 4.334 3.810 0.524 12.4% 0.201 4.8% 77% False False 114,633
40 4.854 3.810 1.044 24.8% 0.165 3.9% 39% False False 80,653
60 5.683 3.810 1.873 44.4% 0.169 4.0% 22% False False 63,396
80 5.956 3.810 2.146 50.9% 0.178 4.2% 19% False False 50,573
100 5.956 3.810 2.146 50.9% 0.185 4.4% 19% False False 41,786
120 5.956 3.810 2.146 50.9% 0.185 4.4% 19% False False 35,452
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.727
2.618 4.560
1.618 4.458
1.000 4.395
0.618 4.356
HIGH 4.293
0.618 4.254
0.500 4.242
0.382 4.230
LOW 4.191
0.618 4.128
1.000 4.089
1.618 4.026
2.618 3.924
4.250 3.758
Fisher Pivots for day following 27-Apr-2010
Pivot 1 day 3 day
R1 4.242 4.209
PP 4.233 4.202
S1 4.225 4.195

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

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