NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 4.334 4.289 -0.045 -1.0% 4.537
High 4.368 4.292 -0.076 -1.7% 4.603
Low 4.280 4.054 -0.226 -5.3% 4.377
Close 4.303 4.085 -0.218 -5.1% 4.400
Range 0.088 0.238 0.150 170.5% 0.226
ATR 0.151 0.158 0.007 4.7% 0.000
Volume 106,939 80,233 -26,706 -25.0% 401,586
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.858 4.709 4.216
R3 4.620 4.471 4.150
R2 4.382 4.382 4.129
R1 4.233 4.233 4.107 4.189
PP 4.144 4.144 4.144 4.121
S1 3.995 3.995 4.063 3.951
S2 3.906 3.906 4.041
S3 3.668 3.757 4.020
S4 3.430 3.519 3.954
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.138 4.995 4.524
R3 4.912 4.769 4.462
R2 4.686 4.686 4.441
R1 4.543 4.543 4.421 4.502
PP 4.460 4.460 4.460 4.439
S1 4.317 4.317 4.379 4.276
S2 4.234 4.234 4.359
S3 4.008 4.091 4.338
S4 3.782 3.865 4.276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.469 4.054 0.415 10.2% 0.126 3.1% 7% False True 88,676
10 4.626 4.054 0.572 14.0% 0.128 3.1% 5% False True 84,920
20 5.157 4.054 1.103 27.0% 0.138 3.4% 3% False True 81,295
40 5.738 4.054 1.684 41.2% 0.170 4.2% 2% False True 63,363
60 5.940 4.054 1.886 46.2% 0.191 4.7% 2% False True 49,162
80 5.940 4.054 1.886 46.2% 0.202 4.9% 2% False True 41,280
100 5.971 4.054 1.917 46.9% 0.198 4.9% 2% False True 34,842
120 6.180 4.054 2.126 52.0% 0.196 4.8% 1% False True 30,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.304
2.618 4.915
1.618 4.677
1.000 4.530
0.618 4.439
HIGH 4.292
0.618 4.201
0.500 4.173
0.382 4.145
LOW 4.054
0.618 3.907
1.000 3.816
1.618 3.669
2.618 3.431
4.250 3.043
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 4.173 4.239
PP 4.144 4.187
S1 4.114 4.136

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

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