NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 4.314 4.323 0.009 0.2% 4.396
High 4.530 4.425 -0.105 -2.3% 4.587
Low 4.306 4.310 0.004 0.1% 4.306
Close 4.314 4.375 0.061 1.4% 4.375
Range 0.224 0.115 -0.109 -48.7% 0.281
ATR 0.167 0.163 -0.004 -2.2% 0.000
Volume 10,535 8,965 -1,570 -14.9% 48,175
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.715 4.660 4.438
R3 4.600 4.545 4.407
R2 4.485 4.485 4.396
R1 4.430 4.430 4.386 4.458
PP 4.370 4.370 4.370 4.384
S1 4.315 4.315 4.364 4.343
S2 4.255 4.255 4.354
S3 4.140 4.200 4.343
S4 4.025 4.085 4.312
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.266 5.101 4.530
R3 4.985 4.820 4.452
R2 4.704 4.704 4.427
R1 4.539 4.539 4.401 4.481
PP 4.423 4.423 4.423 4.394
S1 4.258 4.258 4.349 4.200
S2 4.142 4.142 4.323
S3 3.861 3.977 4.298
S4 3.580 3.696 4.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.587 4.306 0.281 6.4% 0.171 3.9% 25% False False 9,635
10 4.662 4.223 0.439 10.0% 0.185 4.2% 35% False False 9,274
20 4.662 4.145 0.517 11.8% 0.160 3.7% 44% False False 7,662
40 5.419 4.145 1.274 29.1% 0.136 3.1% 18% False False 5,943
60 5.987 4.145 1.842 42.1% 0.139 3.2% 12% False False 4,751
80 6.160 4.145 2.015 46.1% 0.143 3.3% 11% False False 4,054
100 6.160 4.145 2.015 46.1% 0.150 3.4% 11% False False 3,654
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.914
2.618 4.726
1.618 4.611
1.000 4.540
0.618 4.496
HIGH 4.425
0.618 4.381
0.500 4.368
0.382 4.354
LOW 4.310
0.618 4.239
1.000 4.195
1.618 4.124
2.618 4.009
4.250 3.821
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 4.373 4.447
PP 4.370 4.423
S1 4.368 4.399

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

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