NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 22-Apr-2010
Day Change Summary
Previous Current
21-Apr-2010 22-Apr-2010 Change Change % Previous Week
Open 3.975 3.982 0.007 0.2% 4.093
High 4.044 4.150 0.106 2.6% 4.269
Low 3.933 3.930 -0.003 -0.1% 3.936
Close 3.955 4.128 0.173 4.4% 4.039
Range 0.111 0.220 0.109 98.2% 0.333
ATR 0.176 0.179 0.003 1.8% 0.000
Volume 99,489 84,897 -14,592 -14.7% 776,596
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.729 4.649 4.249
R3 4.509 4.429 4.189
R2 4.289 4.289 4.168
R1 4.209 4.209 4.148 4.249
PP 4.069 4.069 4.069 4.090
S1 3.989 3.989 4.108 4.029
S2 3.849 3.849 4.088
S3 3.629 3.769 4.068
S4 3.409 3.549 4.007
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.080 4.893 4.222
R3 4.747 4.560 4.131
R2 4.414 4.414 4.100
R1 4.227 4.227 4.070 4.154
PP 4.081 4.081 4.081 4.045
S1 3.894 3.894 4.008 3.821
S2 3.748 3.748 3.978
S3 3.415 3.561 3.947
S4 3.082 3.228 3.856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.150 3.879 0.271 6.6% 0.147 3.6% 92% True False 117,563
10 4.269 3.879 0.390 9.4% 0.180 4.4% 64% False False 134,107
20 4.334 3.810 0.524 12.7% 0.197 4.8% 61% False False 108,210
40 4.951 3.810 1.141 27.6% 0.164 4.0% 28% False False 74,366
60 5.683 3.810 1.873 45.4% 0.170 4.1% 17% False False 58,742
80 5.956 3.810 2.146 52.0% 0.178 4.3% 15% False False 46,797
100 5.956 3.810 2.146 52.0% 0.189 4.6% 15% False False 38,710
120 5.956 3.810 2.146 52.0% 0.185 4.5% 15% False False 32,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.085
2.618 4.726
1.618 4.506
1.000 4.370
0.618 4.286
HIGH 4.150
0.618 4.066
0.500 4.040
0.382 4.014
LOW 3.930
0.618 3.794
1.000 3.710
1.618 3.574
2.618 3.354
4.250 2.995
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 4.099 4.090
PP 4.069 4.052
S1 4.040 4.015

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

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