NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 13-Apr-2010
Day Change Summary
Previous Current
12-Apr-2010 13-Apr-2010 Change Change % Previous Week
Open 4.093 4.012 -0.081 -2.0% 4.096
High 4.180 4.167 -0.013 -0.3% 4.334
Low 3.936 3.947 0.011 0.3% 3.857
Close 4.008 4.160 0.152 3.8% 4.070
Range 0.244 0.220 -0.024 -9.8% 0.477
ATR 0.189 0.191 0.002 1.2% 0.000
Volume 129,794 168,495 38,701 29.8% 489,553
Daily Pivots for day following 13-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.751 4.676 4.281
R3 4.531 4.456 4.221
R2 4.311 4.311 4.200
R1 4.236 4.236 4.180 4.274
PP 4.091 4.091 4.091 4.110
S1 4.016 4.016 4.140 4.054
S2 3.871 3.871 4.120
S3 3.651 3.796 4.100
S4 3.431 3.576 4.039
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.518 5.271 4.332
R3 5.041 4.794 4.201
R2 4.564 4.564 4.157
R1 4.317 4.317 4.114 4.202
PP 4.087 4.087 4.087 4.030
S1 3.840 3.840 4.026 3.725
S2 3.610 3.610 3.983
S3 3.133 3.363 3.939
S4 2.656 2.886 3.808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.180 3.857 0.323 7.8% 0.213 5.1% 94% False False 135,772
10 4.334 3.810 0.524 12.6% 0.238 5.7% 67% False False 106,971
20 4.494 3.810 0.684 16.4% 0.183 4.4% 51% False False 84,329
40 5.572 3.810 1.762 42.4% 0.163 3.9% 20% False False 56,093
60 5.767 3.810 1.957 47.0% 0.171 4.1% 18% False False 45,220
80 5.956 3.810 2.146 51.6% 0.183 4.4% 16% False False 36,136
100 5.956 3.810 2.146 51.6% 0.191 4.6% 16% False False 29,902
120 6.200 3.810 2.390 57.5% 0.185 4.5% 15% False False 25,540
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.102
2.618 4.743
1.618 4.523
1.000 4.387
0.618 4.303
HIGH 4.167
0.618 4.083
0.500 4.057
0.382 4.031
LOW 3.947
0.618 3.811
1.000 3.727
1.618 3.591
2.618 3.371
4.250 3.012
Fisher Pivots for day following 13-Apr-2010
Pivot 1 day 3 day
R1 4.126 4.121
PP 4.091 4.082
S1 4.057 4.044

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

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