NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 4.803 4.821 0.018 0.4% 5.048
High 4.854 4.847 -0.007 -0.1% 5.066
Low 4.749 4.623 -0.126 -2.7% 4.803
Close 4.821 4.643 -0.178 -3.7% 4.879
Range 0.105 0.224 0.119 113.3% 0.263
ATR 0.173 0.176 0.004 2.1% 0.000
Volume 30,594 21,166 -9,428 -30.8% 119,012
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.376 5.234 4.766
R3 5.152 5.010 4.705
R2 4.928 4.928 4.684
R1 4.786 4.786 4.664 4.745
PP 4.704 4.704 4.704 4.684
S1 4.562 4.562 4.622 4.521
S2 4.480 4.480 4.602
S3 4.256 4.338 4.581
S4 4.032 4.114 4.520
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.705 5.555 5.024
R3 5.442 5.292 4.951
R2 5.179 5.179 4.927
R1 5.029 5.029 4.903 4.973
PP 4.916 4.916 4.916 4.888
S1 4.766 4.766 4.855 4.710
S2 4.653 4.653 4.831
S3 4.390 4.503 4.807
S4 4.127 4.240 4.734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.931 4.623 0.308 6.6% 0.147 3.2% 6% False True 25,146
10 5.222 4.623 0.599 12.9% 0.143 3.1% 3% False True 25,191
20 5.683 4.623 1.060 22.8% 0.173 3.7% 2% False True 30,543
40 5.956 4.623 1.333 28.7% 0.186 4.0% 2% False True 22,080
60 5.956 4.623 1.333 28.7% 0.196 4.2% 2% False True 16,940
80 5.956 4.623 1.333 28.7% 0.194 4.2% 2% False True 13,682
100 6.200 4.623 1.577 34.0% 0.189 4.1% 1% False True 11,547
120 6.200 4.623 1.577 34.0% 0.186 4.0% 1% False True 9,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.799
2.618 5.433
1.618 5.209
1.000 5.071
0.618 4.985
HIGH 4.847
0.618 4.761
0.500 4.735
0.382 4.709
LOW 4.623
0.618 4.485
1.000 4.399
1.618 4.261
2.618 4.037
4.250 3.671
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 4.735 4.739
PP 4.704 4.707
S1 4.674 4.675

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

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