NYMEX Natural Gas Future September 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 4.332 4.315 -0.017 -0.4% 4.396
High 4.390 4.481 0.091 2.1% 4.587
Low 4.296 4.292 -0.004 -0.1% 4.306
Close 4.321 4.477 0.156 3.6% 4.375
Range 0.094 0.189 0.095 101.1% 0.281
ATR 0.154 0.156 0.003 1.6% 0.000
Volume 5,138 5,027 -111 -2.2% 48,175
Daily Pivots for day following 22-Apr-2010
Classic Woodie Camarilla DeMark
R4 4.984 4.919 4.581
R3 4.795 4.730 4.529
R2 4.606 4.606 4.512
R1 4.541 4.541 4.494 4.574
PP 4.417 4.417 4.417 4.433
S1 4.352 4.352 4.460 4.385
S2 4.228 4.228 4.442
S3 4.039 4.163 4.425
S4 3.850 3.974 4.373
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.266 5.101 4.530
R3 4.985 4.820 4.452
R2 4.704 4.704 4.427
R1 4.539 4.539 4.401 4.481
PP 4.423 4.423 4.423 4.394
S1 4.258 4.258 4.349 4.200
S2 4.142 4.142 4.323
S3 3.861 3.977 4.298
S4 3.580 3.696 4.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.481 4.237 0.244 5.5% 0.131 2.9% 98% True False 6,840
10 4.587 4.237 0.350 7.8% 0.156 3.5% 69% False False 8,169
20 4.662 4.145 0.517 11.5% 0.169 3.8% 64% False False 7,910
40 5.180 4.145 1.035 23.1% 0.137 3.1% 32% False False 6,228
60 5.884 4.145 1.739 38.8% 0.140 3.1% 19% False False 5,047
80 6.160 4.145 2.015 45.0% 0.142 3.2% 16% False False 4,232
100 6.160 4.145 2.015 45.0% 0.148 3.3% 16% False False 3,871
120 6.160 4.145 2.015 45.0% 0.146 3.3% 16% False False 3,498
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 0.033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.284
2.618 4.976
1.618 4.787
1.000 4.670
0.618 4.598
HIGH 4.481
0.618 4.409
0.500 4.387
0.382 4.364
LOW 4.292
0.618 4.175
1.000 4.103
1.618 3.986
2.618 3.797
4.250 3.489
Fisher Pivots for day following 22-Apr-2010
Pivot 1 day 3 day
R1 4.447 4.438
PP 4.417 4.398
S1 4.387 4.359

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

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