NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 4.340 4.548 0.208 4.8% 4.324
High 4.580 4.759 0.179 3.9% 4.580
Low 4.290 4.494 0.204 4.8% 4.264
Close 4.534 4.733 0.199 4.4% 4.534
Range 0.290 0.265 -0.025 -8.6% 0.316
ATR 0.139 0.148 0.009 6.5% 0.000
Volume 18,154 24,568 6,414 35.3% 54,811
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.457 5.360 4.879
R3 5.192 5.095 4.806
R2 4.927 4.927 4.782
R1 4.830 4.830 4.757 4.879
PP 4.662 4.662 4.662 4.686
S1 4.565 4.565 4.709 4.614
S2 4.397 4.397 4.684
S3 4.132 4.300 4.660
S4 3.867 4.035 4.587
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.407 5.287 4.708
R3 5.091 4.971 4.621
R2 4.775 4.775 4.592
R1 4.655 4.655 4.563 4.715
PP 4.459 4.459 4.459 4.490
S1 4.339 4.339 4.505 4.399
S2 4.143 4.143 4.476
S3 3.827 4.023 4.447
S4 3.511 3.707 4.360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.759 4.264 0.495 10.5% 0.195 4.1% 95% True False 15,875
10 4.759 4.264 0.495 10.5% 0.150 3.2% 95% True False 14,296
20 5.013 4.264 0.749 15.8% 0.132 2.8% 63% False False 12,415
40 6.000 4.264 1.736 36.7% 0.132 2.8% 27% False False 10,965
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.885
2.618 5.453
1.618 5.188
1.000 5.024
0.618 4.923
HIGH 4.759
0.618 4.658
0.500 4.627
0.382 4.595
LOW 4.494
0.618 4.330
1.000 4.229
1.618 4.065
2.618 3.800
4.250 3.368
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 4.698 4.664
PP 4.662 4.594
S1 4.627 4.525

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

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