NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 5.348 5.297 -0.051 -1.0% 5.247
High 5.380 5.416 0.036 0.7% 5.598
Low 5.240 5.286 0.046 0.9% 5.227
Close 5.292 5.396 0.104 2.0% 5.515
Range 0.140 0.130 -0.010 -7.1% 0.371
ATR 0.236 0.228 -0.008 -3.2% 0.000
Volume 148,510 138,424 -10,086 -6.8% 520,234
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.756 5.706 5.468
R3 5.626 5.576 5.432
R2 5.496 5.496 5.420
R1 5.446 5.446 5.408 5.471
PP 5.366 5.366 5.366 5.379
S1 5.316 5.316 5.384 5.341
S2 5.236 5.236 5.372
S3 5.106 5.186 5.360
S4 4.976 5.056 5.325
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 5.240 0.440 8.2% 0.195 3.6% 35% False False 141,838
10 5.680 5.094 0.586 10.9% 0.201 3.7% 52% False False 120,409
20 5.804 5.060 0.744 13.8% 0.214 4.0% 45% False False 100,656
40 6.027 5.060 0.967 17.9% 0.234 4.3% 35% False False 67,199
60 6.027 4.550 1.477 27.4% 0.241 4.5% 57% False False 53,400
80 6.242 4.550 1.692 31.4% 0.230 4.3% 50% False False 42,642
100 6.242 4.550 1.692 31.4% 0.225 4.2% 50% False False 35,492
120 6.242 4.550 1.692 31.4% 0.218 4.0% 50% False False 30,486
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.061
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 5.969
2.618 5.756
1.618 5.626
1.000 5.546
0.618 5.496
HIGH 5.416
0.618 5.366
0.500 5.351
0.382 5.336
LOW 5.286
0.618 5.206
1.000 5.156
1.618 5.076
2.618 4.946
4.250 4.734
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 5.381 5.382
PP 5.366 5.367
S1 5.351 5.353

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

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