NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 4.480 4.377 -0.103 -2.3% 4.217
High 4.508 4.397 -0.111 -2.5% 4.468
Low 4.370 4.223 -0.147 -3.4% 4.145
Close 4.373 4.283 -0.090 -2.1% 4.416
Range 0.138 0.174 0.036 26.1% 0.323
ATR 0.156 0.157 0.001 0.8% 0.000
Volume 7,053 7,102 49 0.7% 27,376
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.823 4.727 4.379
R3 4.649 4.553 4.331
R2 4.475 4.475 4.315
R1 4.379 4.379 4.299 4.340
PP 4.301 4.301 4.301 4.282
S1 4.205 4.205 4.267 4.166
S2 4.127 4.127 4.251
S3 3.953 4.031 4.235
S4 3.779 3.857 4.187
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 11.5% 0.226 5.3% 23% False False 9,087
10 4.662 4.145 0.517 12.1% 0.181 4.2% 27% False False 7,650
20 4.890 4.145 0.745 17.4% 0.141 3.3% 19% False False 6,488
40 5.789 4.145 1.644 38.4% 0.132 3.1% 8% False False 5,004
60 5.990 4.145 1.845 43.1% 0.137 3.2% 7% False False 3,972
80 6.160 4.145 2.015 47.0% 0.142 3.3% 7% False False 3,509
100 6.160 4.145 2.015 47.0% 0.147 3.4% 7% False False 3,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.137
2.618 4.853
1.618 4.679
1.000 4.571
0.618 4.505
HIGH 4.397
0.618 4.331
0.500 4.310
0.382 4.289
LOW 4.223
0.618 4.115
1.000 4.049
1.618 3.941
2.618 3.767
4.250 3.484
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 4.310 4.443
PP 4.301 4.389
S1 4.292 4.336

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

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