NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 23-Apr-2010
Day Change Summary
Previous Current
22-Apr-2010 23-Apr-2010 Change Change % Previous Week
Open 4.315 4.476 0.161 3.7% 4.295
High 4.481 4.633 0.152 3.4% 4.633
Low 4.292 4.423 0.131 3.1% 4.237
Close 4.477 4.593 0.116 2.6% 4.593
Range 0.189 0.210 0.021 11.1% 0.396
ATR 0.156 0.160 0.004 2.5% 0.000
Volume 5,027 10,252 5,225 103.9% 35,491
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.180 5.096 4.709
R3 4.970 4.886 4.651
R2 4.760 4.760 4.632
R1 4.676 4.676 4.612 4.718
PP 4.550 4.550 4.550 4.571
S1 4.466 4.466 4.574 4.508
S2 4.340 4.340 4.555
S3 4.130 4.256 4.535
S4 3.920 4.046 4.478
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.676 5.530 4.811
R3 5.280 5.134 4.702
R2 4.884 4.884 4.666
R1 4.738 4.738 4.629 4.811
PP 4.488 4.488 4.488 4.524
S1 4.342 4.342 4.557 4.415
S2 4.092 4.092 4.520
S3 3.696 3.946 4.484
S4 3.300 3.550 4.375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.633 4.237 0.396 8.6% 0.150 3.3% 90% True False 7,098
10 4.633 4.237 0.396 8.6% 0.161 3.5% 90% True False 8,366
20 4.662 4.145 0.517 11.3% 0.172 3.7% 87% False False 8,169
40 5.170 4.145 1.025 22.3% 0.140 3.0% 44% False False 6,433
60 5.884 4.145 1.739 37.9% 0.141 3.1% 26% False False 5,180
80 6.160 4.145 2.015 43.9% 0.144 3.1% 22% False False 4,328
100 6.160 4.145 2.015 43.9% 0.147 3.2% 22% False False 3,961
120 6.160 4.145 2.015 43.9% 0.147 3.2% 22% False False 3,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.526
2.618 5.183
1.618 4.973
1.000 4.843
0.618 4.763
HIGH 4.633
0.618 4.553
0.500 4.528
0.382 4.503
LOW 4.423
0.618 4.293
1.000 4.213
1.618 4.083
2.618 3.873
4.250 3.531
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 4.571 4.550
PP 4.550 4.506
S1 4.528 4.463

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

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