NYMEX Natural Gas Future October 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 4.484 4.409 -0.075 -1.7% 4.610
High 4.532 4.505 -0.027 -0.6% 4.691
Low 4.410 4.365 -0.045 -1.0% 4.406
Close 4.484 4.409 -0.075 -1.7% 4.484
Range 0.122 0.140 0.018 14.8% 0.285
ATR 0.161 0.159 -0.001 -0.9% 0.000
Volume 15,797 10,578 -5,219 -33.0% 73,010
Daily Pivots for day following 19-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.846 4.768 4.486
R3 4.706 4.628 4.448
R2 4.566 4.566 4.435
R1 4.488 4.488 4.422 4.479
PP 4.426 4.426 4.426 4.422
S1 4.348 4.348 4.396 4.339
S2 4.286 4.286 4.383
S3 4.146 4.208 4.371
S4 4.006 4.068 4.332
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.382 5.218 4.641
R3 5.097 4.933 4.562
R2 4.812 4.812 4.536
R1 4.648 4.648 4.510 4.588
PP 4.527 4.527 4.527 4.497
S1 4.363 4.363 4.458 4.303
S2 4.242 4.242 4.432
S3 3.957 4.078 4.406
S4 3.672 3.793 4.327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.691 4.365 0.326 7.4% 0.155 3.5% 13% False True 13,960
10 4.756 4.338 0.418 9.5% 0.168 3.8% 17% False False 14,192
20 4.759 4.264 0.495 11.2% 0.159 3.6% 29% False False 14,244
40 5.370 4.264 1.106 25.1% 0.138 3.1% 13% False False 12,185
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.100
2.618 4.872
1.618 4.732
1.000 4.645
0.618 4.592
HIGH 4.505
0.618 4.452
0.500 4.435
0.382 4.418
LOW 4.365
0.618 4.278
1.000 4.225
1.618 4.138
2.618 3.998
4.250 3.770
Fisher Pivots for day following 19-Apr-2010
Pivot 1 day 3 day
R1 4.435 4.500
PP 4.426 4.469
S1 4.418 4.439

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

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