NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 5.386 5.151 -0.235 -4.4% 5.429
High 5.419 5.167 -0.252 -4.7% 5.560
Low 5.135 5.008 -0.127 -2.5% 5.008
Close 5.172 5.044 -0.128 -2.5% 5.044
Range 0.284 0.159 -0.125 -44.0% 0.552
ATR 0.229 0.225 -0.005 -2.0% 0.000
Volume 91,203 118,534 27,331 30.0% 499,703
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.550 5.456 5.131
R3 5.391 5.297 5.088
R2 5.232 5.232 5.073
R1 5.138 5.138 5.059 5.106
PP 5.073 5.073 5.073 5.057
S1 4.979 4.979 5.029 4.947
S2 4.914 4.914 5.015
S3 4.755 4.820 5.000
S4 4.596 4.661 4.957
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.860 6.504 5.348
R3 6.308 5.952 5.196
R2 5.756 5.756 5.145
R1 5.400 5.400 5.095 5.302
PP 5.204 5.204 5.204 5.155
S1 4.848 4.848 4.993 4.750
S2 4.652 4.652 4.943
S3 4.100 4.296 4.892
S4 3.548 3.744 4.740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.560 5.008 0.552 10.9% 0.217 4.3% 7% False True 127,063
10 5.680 5.008 0.672 13.3% 0.206 4.1% 5% False True 134,450
20 5.804 5.008 0.796 15.8% 0.211 4.2% 5% False True 113,322
40 6.027 5.008 1.019 20.2% 0.232 4.6% 4% False True 78,818
60 6.027 4.550 1.477 29.3% 0.242 4.8% 33% False False 62,926
80 6.027 4.550 1.477 29.3% 0.231 4.6% 33% False False 50,078
100 6.242 4.550 1.692 33.5% 0.227 4.5% 29% False False 41,609
120 6.242 4.550 1.692 33.5% 0.223 4.4% 29% False False 35,605
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 0.060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.843
2.618 5.583
1.618 5.424
1.000 5.326
0.618 5.265
HIGH 5.167
0.618 5.106
0.500 5.088
0.382 5.069
LOW 5.008
0.618 4.910
1.000 4.849
1.618 4.751
2.618 4.592
4.250 4.332
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 5.088 5.214
PP 5.073 5.157
S1 5.059 5.101

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

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