NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 4.254 4.367 0.113 2.7% 4.285
High 4.382 4.469 0.087 2.0% 4.530
Low 4.185 4.333 0.148 3.5% 4.079
Close 4.379 4.419 0.040 0.9% 4.308
Range 0.197 0.136 -0.061 -31.0% 0.451
ATR 0.175 0.173 -0.003 -1.6% 0.000
Volume 56,664 62,883 6,219 11.0% 157,675
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.815 4.753 4.494
R3 4.679 4.617 4.456
R2 4.543 4.543 4.444
R1 4.481 4.481 4.431 4.512
PP 4.407 4.407 4.407 4.423
S1 4.345 4.345 4.407 4.376
S2 4.271 4.271 4.394
S3 4.135 4.209 4.382
S4 3.999 4.073 4.344
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.659 5.434 4.556
R3 5.208 4.983 4.432
R2 4.757 4.757 4.391
R1 4.532 4.532 4.349 4.645
PP 4.306 4.306 4.306 4.362
S1 4.081 4.081 4.267 4.194
S2 3.855 3.855 4.225
S3 3.404 3.630 4.184
S4 2.953 3.179 4.060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.469 4.079 0.390 8.8% 0.194 4.4% 87% True False 52,493
10 4.530 4.041 0.489 11.1% 0.216 4.9% 77% False False 37,148
20 4.595 4.035 0.560 12.7% 0.169 3.8% 69% False False 24,472
40 5.571 4.035 1.536 34.8% 0.143 3.2% 25% False False 16,648
60 5.894 4.035 1.859 42.1% 0.150 3.4% 21% False False 12,670
80 6.075 4.035 2.040 46.2% 0.162 3.7% 19% False False 10,291
100 6.075 4.035 2.040 46.2% 0.169 3.8% 19% False False 8,642
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 0.044
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.047
2.618 4.825
1.618 4.689
1.000 4.605
0.618 4.553
HIGH 4.469
0.618 4.417
0.500 4.401
0.382 4.385
LOW 4.333
0.618 4.249
1.000 4.197
1.618 4.113
2.618 3.977
4.250 3.755
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 4.413 4.388
PP 4.407 4.356
S1 4.401 4.325

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

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