NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 4.623 4.336 -0.287 -6.2% 4.636
High 4.659 4.356 -0.303 -6.5% 4.680
Low 4.266 4.190 -0.076 -1.8% 4.190
Close 4.276 4.215 -0.061 -1.4% 4.215
Range 0.393 0.166 -0.227 -57.8% 0.490
ATR 0.167 0.167 0.000 0.0% 0.000
Volume 8,755 18,256 9,501 108.5% 46,272
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.752 4.649 4.306
R3 4.586 4.483 4.261
R2 4.420 4.420 4.245
R1 4.317 4.317 4.230 4.286
PP 4.254 4.254 4.254 4.238
S1 4.151 4.151 4.200 4.120
S2 4.088 4.088 4.185
S3 3.922 3.985 4.169
S4 3.756 3.819 4.124
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.832 5.513 4.485
R3 5.342 5.023 4.350
R2 4.852 4.852 4.305
R1 4.533 4.533 4.260 4.448
PP 4.362 4.362 4.362 4.319
S1 4.043 4.043 4.170 3.958
S2 3.872 3.872 4.125
S3 3.382 3.553 4.080
S4 2.892 3.063 3.946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.680 4.190 0.490 11.6% 0.176 4.2% 5% False True 9,254
10 4.680 4.190 0.490 11.6% 0.163 3.9% 5% False True 8,176
20 4.680 4.190 0.490 11.6% 0.174 4.1% 5% False True 8,725
40 4.936 4.145 0.791 18.8% 0.147 3.5% 9% False False 7,225
60 5.884 4.145 1.739 41.3% 0.145 3.4% 4% False False 5,799
80 6.160 4.145 2.015 47.8% 0.144 3.4% 3% False False 4,796
100 6.160 4.145 2.015 47.8% 0.149 3.5% 3% False False 4,270
120 6.160 4.145 2.015 47.8% 0.148 3.5% 3% False False 3,886
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.062
2.618 4.791
1.618 4.625
1.000 4.522
0.618 4.459
HIGH 4.356
0.618 4.293
0.500 4.273
0.382 4.253
LOW 4.190
0.618 4.087
1.000 4.024
1.618 3.921
2.618 3.755
4.250 3.485
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 4.273 4.435
PP 4.254 4.362
S1 4.234 4.288

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

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