NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 4.012 4.154 0.142 3.5% 4.096
High 4.167 4.269 0.102 2.4% 4.334
Low 3.947 4.114 0.167 4.2% 3.857
Close 4.160 4.199 0.039 0.9% 4.070
Range 0.220 0.155 -0.065 -29.5% 0.477
ATR 0.191 0.189 -0.003 -1.4% 0.000
Volume 168,495 152,067 -16,428 -9.7% 489,553
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.659 4.584 4.284
R3 4.504 4.429 4.242
R2 4.349 4.349 4.227
R1 4.274 4.274 4.213 4.312
PP 4.194 4.194 4.194 4.213
S1 4.119 4.119 4.185 4.157
S2 4.039 4.039 4.171
S3 3.884 3.964 4.156
S4 3.729 3.809 4.114
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 4.269 3.857 0.412 9.8% 0.211 5.0% 83% True False 141,007
10 4.334 3.810 0.524 12.5% 0.236 5.6% 74% False False 113,413
20 4.440 3.810 0.630 15.0% 0.186 4.4% 62% False False 88,913
40 5.444 3.810 1.634 38.9% 0.162 3.9% 24% False False 59,269
60 5.767 3.810 1.957 46.6% 0.170 4.1% 20% False False 47,490
80 5.956 3.810 2.146 51.1% 0.183 4.4% 18% False False 37,973
100 5.956 3.810 2.146 51.1% 0.191 4.6% 18% False False 31,394
120 6.200 3.810 2.390 56.9% 0.186 4.4% 16% False False 26,789
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.928
2.618 4.675
1.618 4.520
1.000 4.424
0.618 4.365
HIGH 4.269
0.618 4.210
0.500 4.192
0.382 4.173
LOW 4.114
0.618 4.018
1.000 3.959
1.618 3.863
2.618 3.708
4.250 3.455
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 4.197 4.167
PP 4.194 4.135
S1 4.192 4.103

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

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