NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 5.429 5.350 -0.079 -1.5% 5.602
High 5.560 5.414 -0.146 -2.6% 5.680
Low 5.305 5.274 -0.031 -0.6% 5.240
Close 5.310 5.386 0.076 1.4% 5.468
Range 0.255 0.140 -0.115 -45.1% 0.440
ATR 0.232 0.225 -0.007 -2.8% 0.000
Volume 149,081 140,885 -8,196 -5.5% 712,471
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.778 5.722 5.463
R3 5.638 5.582 5.425
R2 5.498 5.498 5.412
R1 5.442 5.442 5.399 5.470
PP 5.358 5.358 5.358 5.372
S1 5.302 5.302 5.373 5.330
S2 5.218 5.218 5.360
S3 5.078 5.162 5.348
S4 4.938 5.022 5.309
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 5.560 5.240 0.320 5.9% 0.183 3.4% 46% False False 142,502
10 5.680 5.227 0.453 8.4% 0.209 3.9% 35% False False 133,689
20 5.804 5.060 0.744 13.8% 0.208 3.9% 44% False False 109,150
40 6.027 5.060 0.967 18.0% 0.232 4.3% 34% False False 75,469
60 6.027 4.550 1.477 27.4% 0.241 4.5% 57% False False 59,900
80 6.137 4.550 1.587 29.5% 0.231 4.3% 53% False False 47,692
100 6.242 4.550 1.692 31.4% 0.226 4.2% 49% False False 39,626
120 6.242 4.550 1.692 31.4% 0.221 4.1% 49% False False 33,909
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.073
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.009
2.618 5.781
1.618 5.641
1.000 5.554
0.618 5.501
HIGH 5.414
0.618 5.361
0.500 5.344
0.382 5.327
LOW 5.274
0.618 5.187
1.000 5.134
1.618 5.047
2.618 4.907
4.250 4.679
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 5.372 5.417
PP 5.358 5.407
S1 5.344 5.396

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

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