NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 4.180 4.380 0.200 4.8% 3.993
High 4.404 4.421 0.017 0.4% 4.248
Low 4.100 4.159 0.059 1.4% 3.914
Close 4.371 4.189 -0.182 -4.2% 4.177
Range 0.304 0.262 -0.042 -13.8% 0.334
ATR 0.165 0.172 0.007 4.2% 0.000
Volume 36,965 20,458 -16,507 -44.7% 90,150
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.042 4.878 4.333
R3 4.780 4.616 4.261
R2 4.518 4.518 4.237
R1 4.354 4.354 4.213 4.305
PP 4.256 4.256 4.256 4.232
S1 4.092 4.092 4.165 4.043
S2 3.994 3.994 4.141
S3 3.732 3.830 4.117
S4 3.470 3.568 4.045
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.115 4.980 4.361
R3 4.781 4.646 4.269
R2 4.447 4.447 4.238
R1 4.312 4.312 4.208 4.380
PP 4.113 4.113 4.113 4.147
S1 3.978 3.978 4.146 4.046
S2 3.779 3.779 4.116
S3 3.445 3.644 4.085
S4 3.111 3.310 3.993
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.421 3.914 0.507 12.1% 0.250 6.0% 54% True False 25,409
10 4.421 3.914 0.507 12.1% 0.183 4.4% 54% True False 20,978
20 4.727 3.914 0.813 19.4% 0.155 3.7% 34% False False 18,872
40 5.738 3.914 1.824 43.5% 0.150 3.6% 15% False False 14,763
60 5.830 3.914 1.916 45.7% 0.163 3.9% 14% False False 11,780
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.535
2.618 5.107
1.618 4.845
1.000 4.683
0.618 4.583
HIGH 4.421
0.618 4.321
0.500 4.290
0.382 4.259
LOW 4.159
0.618 3.997
1.000 3.897
1.618 3.735
2.618 3.473
4.250 3.046
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 4.290 4.182
PP 4.256 4.175
S1 4.223 4.168

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

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