NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 4.623 4.480 -0.143 -3.1% 4.217
High 4.662 4.508 -0.154 -3.3% 4.468
Low 4.422 4.370 -0.052 -1.2% 4.145
Close 4.449 4.373 -0.076 -1.7% 4.416
Range 0.240 0.138 -0.102 -42.5% 0.323
ATR 0.157 0.156 -0.001 -0.9% 0.000
Volume 8,927 7,053 -1,874 -21.0% 27,376
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.831 4.740 4.449
R3 4.693 4.602 4.411
R2 4.555 4.555 4.398
R1 4.464 4.464 4.386 4.441
PP 4.417 4.417 4.417 4.405
S1 4.326 4.326 4.360 4.303
S2 4.279 4.279 4.348
S3 4.141 4.188 4.335
S4 4.003 4.050 4.297
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.312 5.187 4.594
R3 4.989 4.864 4.505
R2 4.666 4.666 4.475
R1 4.541 4.541 4.446 4.604
PP 4.343 4.343 4.343 4.374
S1 4.218 4.218 4.386 4.281
S2 4.020 4.020 4.357
S3 3.697 3.895 4.327
S4 3.374 3.572 4.238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.662 4.168 0.494 11.3% 0.227 5.2% 41% False False 8,958
10 4.662 4.145 0.517 11.8% 0.170 3.9% 44% False False 7,293
20 4.910 4.145 0.765 17.5% 0.139 3.2% 30% False False 6,459
40 5.789 4.145 1.644 37.6% 0.132 3.0% 14% False False 4,884
60 5.990 4.145 1.845 42.2% 0.137 3.1% 12% False False 3,874
80 6.160 4.145 2.015 46.1% 0.145 3.3% 11% False False 3,443
100 6.160 4.145 2.015 46.1% 0.146 3.3% 11% False False 3,105
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.039
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.095
2.618 4.869
1.618 4.731
1.000 4.646
0.618 4.593
HIGH 4.508
0.618 4.455
0.500 4.439
0.382 4.423
LOW 4.370
0.618 4.285
1.000 4.232
1.618 4.147
2.618 4.009
4.250 3.784
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 4.439 4.513
PP 4.417 4.466
S1 4.395 4.420

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

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