NYMEX Natural Gas Future December 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 5.334 5.354 0.020 0.4% 5.335
High 5.407 5.378 -0.029 -0.5% 5.531
Low 5.295 5.163 -0.132 -2.5% 5.135
Close 5.373 5.172 -0.201 -3.7% 5.332
Range 0.112 0.215 0.103 92.0% 0.396
ATR 0.142 0.147 0.005 3.6% 0.000
Volume 4,097 3,939 -158 -3.9% 21,490
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.883 5.742 5.290
R3 5.668 5.527 5.231
R2 5.453 5.453 5.211
R1 5.312 5.312 5.192 5.275
PP 5.238 5.238 5.238 5.219
S1 5.097 5.097 5.152 5.060
S2 5.023 5.023 5.133
S3 4.808 4.882 5.113
S4 4.593 4.667 5.054
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 6.521 6.322 5.550
R3 6.125 5.926 5.441
R2 5.729 5.729 5.405
R1 5.530 5.530 5.368 5.432
PP 5.333 5.333 5.333 5.283
S1 5.134 5.134 5.296 5.036
S2 4.937 4.937 5.259
S3 4.541 4.738 5.223
S4 4.145 4.342 5.114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.409 5.163 0.246 4.8% 0.165 3.2% 4% False True 3,263
10 5.531 5.135 0.396 7.7% 0.179 3.5% 9% False False 4,259
20 5.531 5.068 0.463 9.0% 0.146 2.8% 22% False False 3,585
40 6.311 5.068 1.243 24.0% 0.124 2.4% 8% False False 2,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.292
2.618 5.941
1.618 5.726
1.000 5.593
0.618 5.511
HIGH 5.378
0.618 5.296
0.500 5.271
0.382 5.245
LOW 5.163
0.618 5.030
1.000 4.948
1.618 4.815
2.618 4.600
4.250 4.249
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 5.271 5.285
PP 5.238 5.247
S1 5.205 5.210

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

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