NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 15-Apr-2010
Day Change Summary
Previous Current
14-Apr-2010 15-Apr-2010 Change Change % Previous Week
Open 4.154 4.185 0.031 0.7% 4.096
High 4.269 4.216 -0.053 -1.2% 4.334
Low 4.114 3.967 -0.147 -3.6% 3.857
Close 4.199 3.985 -0.214 -5.1% 4.070
Range 0.155 0.249 0.094 60.6% 0.477
ATR 0.189 0.193 0.004 2.3% 0.000
Volume 152,067 163,603 11,536 7.6% 489,553
Daily Pivots for day following 15-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.803 4.643 4.122
R3 4.554 4.394 4.053
R2 4.305 4.305 4.031
R1 4.145 4.145 4.008 4.101
PP 4.056 4.056 4.056 4.034
S1 3.896 3.896 3.962 3.852
S2 3.807 3.807 3.939
S3 3.558 3.647 3.917
S4 3.309 3.398 3.848
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 3.907 0.362 9.1% 0.213 5.3% 22% False False 150,651
10 4.334 3.810 0.524 13.1% 0.239 6.0% 33% False False 121,756
20 4.357 3.810 0.547 13.7% 0.194 4.9% 32% False False 93,235
40 5.444 3.810 1.634 41.0% 0.165 4.1% 11% False False 62,764
60 5.767 3.810 1.957 49.1% 0.171 4.3% 9% False False 50,020
80 5.956 3.810 2.146 53.9% 0.182 4.6% 8% False False 39,946
100 5.956 3.810 2.146 53.9% 0.192 4.8% 8% False False 33,002
120 6.120 3.810 2.310 58.0% 0.187 4.7% 8% False False 28,125
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 0.061
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.274
2.618 4.868
1.618 4.619
1.000 4.465
0.618 4.370
HIGH 4.216
0.618 4.121
0.500 4.092
0.382 4.062
LOW 3.967
0.618 3.813
1.000 3.718
1.618 3.564
2.618 3.315
4.250 2.909
Fisher Pivots for day following 15-Apr-2010
Pivot 1 day 3 day
R1 4.092 4.108
PP 4.056 4.067
S1 4.021 4.026

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

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