NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 5.802 5.616 -0.186 -3.2% 5.905
High 5.802 5.810 0.008 0.1% 5.950
Low 5.622 5.553 -0.069 -1.2% 5.553
Close 5.653 5.802 0.149 2.6% 5.802
Range 0.180 0.257 0.077 42.8% 0.397
ATR 0.192 0.196 0.005 2.4% 0.000
Volume 6,455 6,949 494 7.7% 34,744
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.493 6.404 5.943
R3 6.236 6.147 5.873
R2 5.979 5.979 5.849
R1 5.890 5.890 5.826 5.935
PP 5.722 5.722 5.722 5.744
S1 5.633 5.633 5.778 5.678
S2 5.465 5.465 5.755
S3 5.208 5.376 5.731
S4 4.951 5.119 5.661
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.959 6.778 6.020
R3 6.562 6.381 5.911
R2 6.165 6.165 5.875
R1 5.984 5.984 5.838 5.876
PP 5.768 5.768 5.768 5.715
S1 5.587 5.587 5.766 5.479
S2 5.371 5.371 5.729
S3 4.974 5.190 5.693
S4 4.577 4.793 5.584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.950 5.553 0.397 6.8% 0.198 3.4% 63% False True 6,948
10 5.950 5.387 0.563 9.7% 0.173 3.0% 74% False False 6,009
20 5.950 4.775 1.175 20.3% 0.206 3.6% 87% False False 5,539
40 5.950 4.775 1.175 20.3% 0.155 2.7% 87% False False 3,965
60 5.950 4.775 1.175 20.3% 0.151 2.6% 87% False False 3,451
80 6.255 4.775 1.480 25.5% 0.145 2.5% 69% False False 3,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.902
2.618 6.483
1.618 6.226
1.000 6.067
0.618 5.969
HIGH 5.810
0.618 5.712
0.500 5.682
0.382 5.651
LOW 5.553
0.618 5.394
1.000 5.296
1.618 5.137
2.618 4.880
4.250 4.461
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 5.762 5.784
PP 5.722 5.765
S1 5.682 5.747

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

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