NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 5.005 4.927 -0.078 -1.6% 5.489
High 5.006 4.993 -0.013 -0.3% 5.572
Low 4.870 4.859 -0.011 -0.2% 5.078
Close 4.875 4.927 0.052 1.1% 5.121
Range 0.136 0.134 -0.002 -1.5% 0.494
ATR 0.197 0.192 -0.004 -2.3% 0.000
Volume 25,479 22,494 -2,985 -11.7% 97,641
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.328 5.262 5.001
R3 5.194 5.128 4.964
R2 5.060 5.060 4.952
R1 4.994 4.994 4.939 4.994
PP 4.926 4.926 4.926 4.927
S1 4.860 4.860 4.915 4.860
S2 4.792 4.792 4.902
S3 4.658 4.726 4.890
S4 4.524 4.592 4.853
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.739 6.424 5.393
R3 6.245 5.930 5.257
R2 5.751 5.751 5.212
R1 5.436 5.436 5.166 5.347
PP 5.257 5.257 5.257 5.212
S1 4.942 4.942 5.076 4.853
S2 4.763 4.763 5.030
S3 4.269 4.448 4.985
S4 3.775 3.954 4.849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.444 4.859 0.585 11.9% 0.161 3.3% 12% False True 24,743
10 5.572 4.859 0.713 14.5% 0.169 3.4% 10% False True 31,519
20 5.683 4.859 0.824 16.7% 0.184 3.7% 8% False True 27,494
40 5.956 4.859 1.097 22.3% 0.193 3.9% 6% False True 19,228
60 5.956 4.656 1.300 26.4% 0.206 4.2% 21% False False 14,940
80 5.956 4.656 1.300 26.4% 0.196 4.0% 21% False False 12,162
100 6.200 4.656 1.544 31.3% 0.190 3.9% 18% False False 10,210
120 6.200 4.656 1.544 31.3% 0.186 3.8% 18% False False 8,759
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.563
2.618 5.344
1.618 5.210
1.000 5.127
0.618 5.076
HIGH 4.993
0.618 4.942
0.500 4.926
0.382 4.910
LOW 4.859
0.618 4.776
1.000 4.725
1.618 4.642
2.618 4.508
4.250 4.290
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 4.927 4.963
PP 4.926 4.951
S1 4.926 4.939

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

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