NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 5.297 5.404 0.107 2.0% 5.602
High 5.416 5.556 0.140 2.6% 5.680
Low 5.286 5.308 0.022 0.4% 5.240
Close 5.396 5.468 0.072 1.3% 5.468
Range 0.130 0.248 0.118 90.8% 0.440
ATR 0.228 0.230 0.001 0.6% 0.000
Volume 138,424 135,613 -2,811 -2.0% 712,471
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.188 6.076 5.604
R3 5.940 5.828 5.536
R2 5.692 5.692 5.513
R1 5.580 5.580 5.491 5.636
PP 5.444 5.444 5.444 5.472
S1 5.332 5.332 5.445 5.388
S2 5.196 5.196 5.423
S3 4.948 5.084 5.400
S4 4.700 4.836 5.332
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.783 6.565 5.710
R3 6.343 6.125 5.589
R2 5.903 5.903 5.549
R1 5.685 5.685 5.508 5.574
PP 5.463 5.463 5.463 5.407
S1 5.245 5.245 5.428 5.134
S2 5.023 5.023 5.387
S3 4.583 4.805 5.347
S4 4.143 4.365 5.226
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 8.0% 0.201 3.7% 52% False False 142,494
10 5.680 5.227 0.453 8.3% 0.207 3.8% 53% False False 123,270
20 5.804 5.060 0.744 13.6% 0.211 3.8% 55% False False 102,879
40 6.027 5.060 0.967 17.7% 0.236 4.3% 42% False False 69,955
60 6.027 4.550 1.477 27.0% 0.242 4.4% 62% False False 55,453
80 6.242 4.550 1.692 30.9% 0.231 4.2% 54% False False 44,235
100 6.242 4.550 1.692 30.9% 0.226 4.1% 54% False False 36,798
120 6.242 4.550 1.692 30.9% 0.219 4.0% 54% False False 31,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.061
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.610
2.618 6.205
1.618 5.957
1.000 5.804
0.618 5.709
HIGH 5.556
0.618 5.461
0.500 5.432
0.382 5.403
LOW 5.308
0.618 5.155
1.000 5.060
1.618 4.907
2.618 4.659
4.250 4.254
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 5.456 5.445
PP 5.444 5.421
S1 5.432 5.398

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

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