NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 4.446 4.440 -0.006 -0.1% 4.610
High 4.505 4.596 0.091 2.0% 4.691
Low 4.410 4.405 -0.005 -0.1% 4.406
Close 4.435 4.589 0.154 3.5% 4.484
Range 0.095 0.191 0.096 101.1% 0.285
ATR 0.151 0.154 0.003 1.9% 0.000
Volume 8,969 6,926 -2,043 -22.8% 73,010
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.103 5.037 4.694
R3 4.912 4.846 4.642
R2 4.721 4.721 4.624
R1 4.655 4.655 4.607 4.688
PP 4.530 4.530 4.530 4.547
S1 4.464 4.464 4.571 4.497
S2 4.339 4.339 4.554
S3 4.148 4.273 4.536
S4 3.957 4.082 4.484
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 4.596 4.352 0.244 5.3% 0.131 2.8% 97% True False 10,223
10 4.691 4.352 0.339 7.4% 0.156 3.4% 70% False False 12,231
20 4.759 4.264 0.495 10.8% 0.165 3.6% 66% False False 13,747
40 5.299 4.264 1.035 22.6% 0.138 3.0% 31% False False 12,035
60 6.000 4.264 1.736 37.8% 0.139 3.0% 19% False False 10,963
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.408
2.618 5.096
1.618 4.905
1.000 4.787
0.618 4.714
HIGH 4.596
0.618 4.523
0.500 4.501
0.382 4.478
LOW 4.405
0.618 4.287
1.000 4.214
1.618 4.096
2.618 3.905
4.250 3.593
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 4.560 4.551
PP 4.530 4.512
S1 4.501 4.474

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

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