NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 4.756 4.595 -0.161 -3.4% 4.324
High 4.756 4.618 -0.138 -2.9% 4.580
Low 4.533 4.485 -0.048 -1.1% 4.264
Close 4.566 4.488 -0.078 -1.7% 4.534
Range 0.223 0.133 -0.090 -40.4% 0.316
ATR 0.153 0.152 -0.001 -0.9% 0.000
Volume 15,968 16,940 972 6.1% 54,811
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.929 4.842 4.561
R3 4.796 4.709 4.525
R2 4.663 4.663 4.512
R1 4.576 4.576 4.500 4.553
PP 4.530 4.530 4.530 4.519
S1 4.443 4.443 4.476 4.420
S2 4.397 4.397 4.464
S3 4.264 4.310 4.451
S4 4.131 4.177 4.415
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 4.290 0.469 10.5% 0.215 4.8% 42% False False 18,085
10 4.759 4.264 0.495 11.0% 0.164 3.7% 45% False False 15,259
20 5.005 4.264 0.741 16.5% 0.139 3.1% 30% False False 13,117
40 5.885 4.264 1.621 36.1% 0.131 2.9% 14% False False 11,241
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.030
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.183
2.618 4.966
1.618 4.833
1.000 4.751
0.618 4.700
HIGH 4.618
0.618 4.567
0.500 4.552
0.382 4.536
LOW 4.485
0.618 4.403
1.000 4.352
1.618 4.270
2.618 4.137
4.250 3.920
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 4.552 4.622
PP 4.530 4.577
S1 4.509 4.533

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

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