NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 5.590 5.390 -0.200 -3.6% 5.947
High 5.654 5.501 -0.153 -2.7% 6.180
Low 5.420 5.340 -0.080 -1.5% 5.761
Close 5.432 5.454 0.022 0.4% 5.776
Range 0.234 0.161 -0.073 -31.2% 0.419
ATR 0.196 0.194 -0.003 -1.3% 0.000
Volume 7,799 9,216 1,417 18.2% 43,193
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 5.915 5.845 5.543
R3 5.754 5.684 5.498
R2 5.593 5.593 5.484
R1 5.523 5.523 5.469 5.558
PP 5.432 5.432 5.432 5.449
S1 5.362 5.362 5.439 5.397
S2 5.271 5.271 5.424
S3 5.110 5.201 5.410
S4 4.949 5.040 5.365
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.163 6.888 6.006
R3 6.744 6.469 5.891
R2 6.325 6.325 5.853
R1 6.050 6.050 5.814 5.978
PP 5.906 5.906 5.906 5.870
S1 5.631 5.631 5.738 5.559
S2 5.487 5.487 5.699
S3 5.068 5.212 5.661
S4 4.649 4.793 5.546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.971 5.340 0.631 11.6% 0.187 3.4% 18% False True 7,862
10 6.180 5.340 0.840 15.4% 0.187 3.4% 14% False True 8,042
20 6.180 5.340 0.840 15.4% 0.188 3.5% 14% False True 7,809
40 6.180 4.775 1.405 25.8% 0.196 3.6% 48% False False 6,637
60 6.180 4.775 1.405 25.8% 0.166 3.0% 48% False False 5,170
80 6.180 4.775 1.405 25.8% 0.158 2.9% 48% False False 4,478
100 6.255 4.775 1.480 27.1% 0.153 2.8% 46% False False 3,990
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 True
Bull Hook False
Stretch 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.185
2.618 5.922
1.618 5.761
1.000 5.662
0.618 5.600
HIGH 5.501
0.618 5.439
0.500 5.421
0.382 5.402
LOW 5.340
0.618 5.241
1.000 5.179
1.618 5.080
2.618 4.919
4.250 4.656
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 5.443 5.497
PP 5.432 5.483
S1 5.421 5.468

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

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