NYMEX Natural Gas Future July 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 4.309 4.481 0.172 4.0% 4.242
High 4.509 4.506 -0.003 -0.1% 4.509
Low 4.271 4.376 0.105 2.5% 4.086
Close 4.453 4.467 0.014 0.3% 4.453
Range 0.238 0.130 -0.108 -45.4% 0.423
ATR 0.172 0.169 -0.003 -1.7% 0.000
Volume 27,749 23,796 -3,953 -14.2% 105,468
Daily Pivots for day following 26-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.840 4.783 4.539
R3 4.710 4.653 4.503
R2 4.580 4.580 4.491
R1 4.523 4.523 4.479 4.487
PP 4.450 4.450 4.450 4.431
S1 4.393 4.393 4.455 4.357
S2 4.320 4.320 4.443
S3 4.190 4.263 4.431
S4 4.060 4.133 4.396
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.618 5.459 4.686
R3 5.195 5.036 4.569
R2 4.772 4.772 4.531
R1 4.613 4.613 4.492 4.693
PP 4.349 4.349 4.349 4.389
S1 4.190 4.190 4.414 4.270
S2 3.926 3.926 4.375
S3 3.503 3.767 4.337
S4 3.080 3.344 4.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.509 4.086 0.423 9.5% 0.157 3.5% 90% False False 21,340
10 4.509 4.086 0.423 9.5% 0.165 3.7% 90% False False 34,516
20 4.530 4.035 0.495 11.1% 0.187 4.2% 87% False False 31,167
40 5.085 4.035 1.050 23.5% 0.152 3.4% 41% False False 21,118
60 5.810 4.035 1.775 39.7% 0.151 3.4% 24% False False 16,012
80 6.050 4.035 2.015 45.1% 0.159 3.6% 21% False False 12,873
100 6.075 4.035 2.040 45.7% 0.165 3.7% 21% False False 10,782
120 6.075 4.035 2.040 45.7% 0.165 3.7% 21% False False 9,231
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 5.059
2.618 4.846
1.618 4.716
1.000 4.636
0.618 4.586
HIGH 4.506
0.618 4.456
0.500 4.441
0.382 4.426
LOW 4.376
0.618 4.296
1.000 4.246
1.618 4.166
2.618 4.036
4.250 3.824
Fisher Pivots for day following 26-Apr-2010
Pivot 1 day 3 day
R1 4.458 4.419
PP 4.450 4.371
S1 4.441 4.324

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

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