NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 5.730 5.810 0.080 1.4% 5.516
High 5.832 5.886 0.054 0.9% 5.591
Low 5.701 5.782 0.081 1.4% 5.316
Close 5.815 5.865 0.050 0.9% 5.566
Range 0.131 0.104 -0.027 -20.6% 0.275
ATR 0.153 0.149 -0.003 -2.3% 0.000
Volume 3,782 2,584 -1,198 -31.7% 9,093
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.156 6.115 5.922
R3 6.052 6.011 5.894
R2 5.948 5.948 5.884
R1 5.907 5.907 5.875 5.928
PP 5.844 5.844 5.844 5.855
S1 5.803 5.803 5.855 5.824
S2 5.740 5.740 5.846
S3 5.636 5.699 5.836
S4 5.532 5.595 5.808
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.316 6.216 5.717
R3 6.041 5.941 5.642
R2 5.766 5.766 5.616
R1 5.666 5.666 5.591 5.716
PP 5.491 5.491 5.491 5.516
S1 5.391 5.391 5.541 5.441
S2 5.216 5.216 5.516
S3 4.941 5.116 5.490
S4 4.666 4.841 5.415
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.886 5.376 0.510 8.7% 0.140 2.4% 96% True False 2,416
10 5.886 5.316 0.570 9.7% 0.137 2.3% 96% True False 2,464
20 5.886 5.170 0.716 12.2% 0.134 2.3% 97% True False 2,402
40 6.255 5.170 1.085 18.5% 0.134 2.3% 64% False False 2,221
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.328
2.618 6.158
1.618 6.054
1.000 5.990
0.618 5.950
HIGH 5.886
0.618 5.846
0.500 5.834
0.382 5.822
LOW 5.782
0.618 5.718
1.000 5.678
1.618 5.614
2.618 5.510
4.250 5.340
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 5.855 5.841
PP 5.844 5.817
S1 5.834 5.793

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

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