NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 19-Apr-2010
Day Change Summary
Previous Current
16-Apr-2010 19-Apr-2010 Change Change % Previous Week
Open 4.323 4.295 -0.028 -0.6% 4.396
High 4.425 4.401 -0.024 -0.5% 4.587
Low 4.310 4.253 -0.057 -1.3% 4.306
Close 4.375 4.295 -0.080 -1.8% 4.375
Range 0.115 0.148 0.033 28.7% 0.281
ATR 0.163 0.162 -0.001 -0.7% 0.000
Volume 8,965 6,939 -2,026 -22.6% 48,175
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.760 4.676 4.376
R3 4.612 4.528 4.336
R2 4.464 4.464 4.322
R1 4.380 4.380 4.309 4.369
PP 4.316 4.316 4.316 4.311
S1 4.232 4.232 4.281 4.221
S2 4.168 4.168 4.268
S3 4.020 4.084 4.254
S4 3.872 3.936 4.214
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 4.253 0.334 7.8% 0.155 3.6% 13% False True 9,132
10 4.662 4.223 0.439 10.2% 0.172 4.0% 16% False False 8,648
20 4.662 4.145 0.517 12.0% 0.162 3.8% 29% False False 7,626
40 5.300 4.145 1.155 26.9% 0.137 3.2% 13% False False 6,048
60 5.987 4.145 1.842 42.9% 0.139 3.2% 8% False False 4,818
80 6.160 4.145 2.015 46.9% 0.144 3.3% 7% False False 4,072
100 6.160 4.145 2.015 46.9% 0.149 3.5% 7% False False 3,713
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.030
2.618 4.788
1.618 4.640
1.000 4.549
0.618 4.492
HIGH 4.401
0.618 4.344
0.500 4.327
0.382 4.310
LOW 4.253
0.618 4.162
1.000 4.105
1.618 4.014
2.618 3.866
4.250 3.624
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 4.327 4.392
PP 4.316 4.359
S1 4.306 4.327

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

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