NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 5.328 5.288 -0.040 -0.8% 5.217
High 5.353 5.395 0.042 0.8% 5.557
Low 5.222 5.273 0.051 1.0% 5.203
Close 5.278 5.383 0.105 2.0% 5.483
Range 0.131 0.122 -0.009 -6.9% 0.354
ATR 0.220 0.213 -0.007 -3.2% 0.000
Volume 69,154 88,602 19,448 28.1% 166,312
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.716 5.672 5.450
R3 5.594 5.550 5.417
R2 5.472 5.472 5.405
R1 5.428 5.428 5.394 5.450
PP 5.350 5.350 5.350 5.362
S1 5.306 5.306 5.372 5.328
S2 5.228 5.228 5.361
S3 5.106 5.184 5.349
S4 4.984 5.062 5.316
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.476 6.334 5.678
R3 6.122 5.980 5.580
R2 5.768 5.768 5.548
R1 5.626 5.626 5.515 5.697
PP 5.414 5.414 5.414 5.450
S1 5.272 5.272 5.451 5.343
S2 5.060 5.060 5.418
S3 4.706 4.918 5.386
S4 4.352 4.564 5.288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.638 5.222 0.416 7.7% 0.186 3.4% 39% False False 60,927
10 5.638 5.085 0.553 10.3% 0.190 3.5% 54% False False 45,941
20 5.738 5.056 0.682 12.7% 0.200 3.7% 48% False False 35,919
40 5.940 5.056 0.884 16.4% 0.214 4.0% 37% False False 27,872
60 5.940 4.595 1.345 25.0% 0.223 4.1% 59% False False 23,678
80 6.180 4.595 1.585 29.4% 0.211 3.9% 50% False False 19,954
100 6.180 4.595 1.585 29.4% 0.205 3.8% 50% False False 17,314
120 6.180 4.595 1.585 29.4% 0.200 3.7% 50% False False 15,086
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 5.914
2.618 5.714
1.618 5.592
1.000 5.517
0.618 5.470
HIGH 5.395
0.618 5.348
0.500 5.334
0.382 5.320
LOW 5.273
0.618 5.198
1.000 5.151
1.618 5.076
2.618 4.954
4.250 4.755
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 5.367 5.366
PP 5.350 5.349
S1 5.334 5.332

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

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