NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 4.239 4.207 -0.032 -0.8% 4.038
High 4.293 4.326 0.033 0.8% 4.322
Low 4.191 4.186 -0.005 -0.1% 3.879
Close 4.216 4.271 0.055 1.3% 4.257
Range 0.102 0.140 0.038 37.3% 0.443
ATR 0.176 0.173 -0.003 -1.5% 0.000
Volume 84,697 65,528 -19,169 -22.6% 550,400
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.681 4.616 4.348
R3 4.541 4.476 4.310
R2 4.401 4.401 4.297
R1 4.336 4.336 4.284 4.369
PP 4.261 4.261 4.261 4.277
S1 4.196 4.196 4.258 4.229
S2 4.121 4.121 4.245
S3 3.981 4.056 4.233
S4 3.841 3.916 4.194
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 4.326 3.930 0.396 9.3% 0.171 4.0% 86% True False 93,979
10 4.326 3.879 0.447 10.5% 0.162 3.8% 88% True False 113,642
20 4.334 3.810 0.524 12.3% 0.199 4.7% 88% False False 113,527
40 4.854 3.810 1.044 24.4% 0.166 3.9% 44% False False 81,558
60 5.683 3.810 1.873 43.9% 0.168 3.9% 25% False False 64,245
80 5.956 3.810 2.146 50.2% 0.176 4.1% 21% False False 51,322
100 5.956 3.810 2.146 50.2% 0.184 4.3% 21% False False 42,386
120 5.956 3.810 2.146 50.2% 0.185 4.3% 21% False False 35,941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.921
2.618 4.693
1.618 4.553
1.000 4.466
0.618 4.413
HIGH 4.326
0.618 4.273
0.500 4.256
0.382 4.239
LOW 4.186
0.618 4.099
1.000 4.046
1.618 3.959
2.618 3.819
4.250 3.591
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 4.266 4.264
PP 4.261 4.257
S1 4.256 4.250

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

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