NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 5.485 5.602 0.117 2.1% 5.247
High 5.598 5.680 0.082 1.5% 5.598
Low 5.383 5.396 0.013 0.2% 5.227
Close 5.515 5.401 -0.114 -2.1% 5.515
Range 0.215 0.284 0.069 32.1% 0.371
ATR 0.243 0.246 0.003 1.2% 0.000
Volume 132,333 149,134 16,801 12.7% 520,234
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.344 6.157 5.557
R3 6.060 5.873 5.479
R2 5.776 5.776 5.453
R1 5.589 5.589 5.427 5.541
PP 5.492 5.492 5.492 5.468
S1 5.305 5.305 5.375 5.257
S2 5.208 5.208 5.349
S3 4.924 5.021 5.323
S4 4.640 4.737 5.245
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.560 6.408 5.719
R3 6.189 6.037 5.617
R2 5.818 5.818 5.583
R1 5.666 5.666 5.549 5.742
PP 5.447 5.447 5.447 5.485
S1 5.295 5.295 5.481 5.371
S2 5.076 5.076 5.447
S3 4.705 4.924 5.413
S4 4.334 4.553 5.311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.680 5.227 0.453 8.4% 0.226 4.2% 38% True False 117,937
10 5.680 5.060 0.620 11.5% 0.228 4.2% 55% True False 105,113
20 5.804 5.060 0.744 13.8% 0.233 4.3% 46% False False 87,182
40 6.027 4.937 1.090 20.2% 0.244 4.5% 43% False False 60,415
60 6.027 4.550 1.477 27.3% 0.240 4.4% 58% False False 46,916
80 6.242 4.550 1.692 31.3% 0.233 4.3% 50% False False 37,591
100 6.242 4.550 1.692 31.3% 0.228 4.2% 50% False False 31,448
120 6.242 4.550 1.692 31.3% 0.217 4.0% 50% False False 26,983
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 0.060
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.887
2.618 6.424
1.618 6.140
1.000 5.964
0.618 5.856
HIGH 5.680
0.618 5.572
0.500 5.538
0.382 5.504
LOW 5.396
0.618 5.220
1.000 5.112
1.618 4.936
2.618 4.652
4.250 4.189
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 5.538 5.454
PP 5.492 5.436
S1 5.447 5.419

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

View Archives - Comment on this page... - Back to Index of Symbols