NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 5.216 5.295 0.079 1.5% 5.750
High 5.287 5.296 0.009 0.2% 5.750
Low 5.151 5.123 -0.028 -0.5% 5.336
Close 5.276 5.129 -0.147 -2.8% 5.417
Range 0.136 0.173 0.037 27.2% 0.414
ATR 0.199 0.197 -0.002 -0.9% 0.000
Volume 8,219 7,450 -769 -9.4% 39,906
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 5.702 5.588 5.224
R3 5.529 5.415 5.177
R2 5.356 5.356 5.161
R1 5.242 5.242 5.145 5.213
PP 5.183 5.183 5.183 5.168
S1 5.069 5.069 5.113 5.040
S2 5.010 5.010 5.097
S3 4.837 4.896 5.081
S4 4.664 4.723 5.034
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.743 6.494 5.645
R3 6.329 6.080 5.531
R2 5.915 5.915 5.493
R1 5.666 5.666 5.455 5.584
PP 5.501 5.501 5.501 5.460
S1 5.252 5.252 5.379 5.170
S2 5.087 5.087 5.341
S3 4.673 4.838 5.303
S4 4.259 4.424 5.189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.612 5.123 0.489 9.5% 0.200 3.9% 1% False True 8,286
10 6.055 5.123 0.932 18.2% 0.198 3.9% 1% False True 8,258
20 6.180 5.123 1.057 20.6% 0.192 3.7% 1% False True 7,879
40 6.180 4.928 1.252 24.4% 0.201 3.9% 16% False False 6,979
60 6.180 4.775 1.405 27.4% 0.170 3.3% 25% False False 5,590
80 6.180 4.775 1.405 27.4% 0.164 3.2% 25% False False 4,759
100 6.190 4.775 1.415 27.6% 0.154 3.0% 25% False False 4,246
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.031
2.618 5.749
1.618 5.576
1.000 5.469
0.618 5.403
HIGH 5.296
0.618 5.230
0.500 5.210
0.382 5.189
LOW 5.123
0.618 5.016
1.000 4.950
1.618 4.843
2.618 4.670
4.250 4.388
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 5.210 5.287
PP 5.183 5.234
S1 5.156 5.182

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

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