NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 15-Apr-2010

Day Change Summary
	Previous	Current
	14-Apr-2010	15-Apr-2010	Change	Change %	Previous Week
Open	4.610	4.419	-0.191	-4.1%	4.548
High	4.691	4.634	-0.057	-1.2%	4.759
Low	4.580	4.406	-0.174	-3.8%	4.338
Close	4.648	4.419	-0.229	-4.9%	4.564
Range	0.111	0.228	0.117	105.4%	0.421
ATR	0.158	0.164	0.006	3.8%	0.000
Volume	15,385	15,420	35	0.2%	82,903

Daily Pivots for day following 15-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.170	5.023	4.544
R3	4.942	4.795	4.482
R2	4.714	4.714	4.461
R1	4.567	4.567	4.440	4.533
PP	4.486	4.486	4.486	4.470
S1	4.339	4.339	4.398	4.305
S2	4.258	4.258	4.377
S3	4.030	4.111	4.356
S4	3.802	3.883	4.294

Weekly Pivots for week ending 09-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.817	5.611	4.796
R3	5.396	5.190	4.680
R2	4.975	4.975	4.641
R1	4.769	4.769	4.603	4.872
PP	4.554	4.554	4.554	4.605
S1	4.348	4.348	4.525	4.451
S2	4.133	4.133	4.487
S3	3.712	3.927	4.448
S4	3.291	3.506	4.332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.691	4.406	0.285	6.4%	0.182	4.1%	5%	False	True	14,239
10	4.759	4.290	0.469	10.6%	0.198	4.5%	28%	False	False	15,827
20	4.759	4.264	0.495	11.2%	0.162	3.7%	31%	False	False	14,309
40	5.701	4.264	1.437	32.5%	0.138	3.1%	11%	False	False	11,994

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	0.029
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.603
2.618	5.231
1.618	5.003
1.000	4.862
0.618	4.775
HIGH	4.634
0.618	4.547
0.500	4.520
0.382	4.493
LOW	4.406
0.618	4.265
1.000	4.178
1.618	4.037
2.618	3.809
4.250	3.437

Fisher Pivots for day following 15-Apr-2010
Pivot	1 day	3 day
R1	4.520	4.549
PP	4.486	4.505
S1	4.453	4.462

Download as Excel Spreadsheet

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

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