NYMEX Natural Gas Future August 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 4.289 4.407 0.118 2.8% 4.330
High 4.431 4.589 0.158 3.6% 4.589
Low 4.236 4.363 0.127 3.0% 4.180
Close 4.426 4.542 0.116 2.6% 4.542
Range 0.195 0.226 0.031 15.9% 0.409
ATR 0.160 0.164 0.005 3.0% 0.000
Volume 9,590 10,506 916 9.6% 44,498
Daily Pivots for day following 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.176 5.085 4.666
R3 4.950 4.859 4.604
R2 4.724 4.724 4.583
R1 4.633 4.633 4.563 4.679
PP 4.498 4.498 4.498 4.521
S1 4.407 4.407 4.521 4.453
S2 4.272 4.272 4.501
S3 4.046 4.181 4.480
S4 3.820 3.955 4.418
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.664 5.512 4.767
R3 5.255 5.103 4.654
R2 4.846 4.846 4.617
R1 4.694 4.694 4.579 4.770
PP 4.437 4.437 4.437 4.475
S1 4.285 4.285 4.505 4.361
S2 4.028 4.028 4.467
S3 3.619 3.876 4.430
S4 3.210 3.467 4.317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.589 4.180 0.409 9.0% 0.158 3.5% 89% True False 8,899
10 4.589 4.180 0.409 9.0% 0.168 3.7% 89% True False 13,283
20 4.601 4.117 0.484 10.7% 0.176 3.9% 88% False False 11,917
40 5.139 4.117 1.022 22.5% 0.142 3.1% 42% False False 8,553
60 5.864 4.117 1.747 38.5% 0.139 3.1% 24% False False 6,788
80 6.111 4.117 1.994 43.9% 0.143 3.2% 21% False False 5,724
100 6.111 4.117 1.994 43.9% 0.151 3.3% 21% False False 5,137
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 0.038
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.550
2.618 5.181
1.618 4.955
1.000 4.815
0.618 4.729
HIGH 4.589
0.618 4.503
0.500 4.476
0.382 4.449
LOW 4.363
0.618 4.223
1.000 4.137
1.618 3.997
2.618 3.771
4.250 3.403
Fisher Pivots for day following 23-Apr-2010
Pivot 1 day 3 day
R1 4.520 4.499
PP 4.498 4.456
S1 4.476 4.413

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

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