NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 4.390 4.384 -0.006 -0.1% 4.700
High 4.441 4.392 -0.049 -1.1% 4.779
Low 4.379 4.254 -0.125 -2.9% 4.394
Close 4.414 4.297 -0.117 -2.7% 4.501
Range 0.062 0.138 0.076 122.6% 0.385
ATR 0.123 0.126 0.003 2.1% 0.000
Volume 3,531 5,054 1,523 43.1% 19,233
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.728 4.651 4.373
R3 4.590 4.513 4.335
R2 4.452 4.452 4.322
R1 4.375 4.375 4.310 4.345
PP 4.314 4.314 4.314 4.299
S1 4.237 4.237 4.284 4.207
S2 4.176 4.176 4.272
S3 4.038 4.099 4.259
S4 3.900 3.961 4.221
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.713 5.492 4.713
R3 5.328 5.107 4.607
R2 4.943 4.943 4.572
R1 4.722 4.722 4.536 4.640
PP 4.558 4.558 4.558 4.517
S1 4.337 4.337 4.466 4.255
S2 4.173 4.173 4.430
S3 3.788 3.952 4.395
S4 3.403 3.567 4.289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.504 4.254 0.250 5.8% 0.103 2.4% 17% False True 5,066
10 4.800 4.254 0.546 12.7% 0.100 2.3% 8% False True 4,591
20 5.170 4.254 0.916 21.3% 0.108 2.5% 5% False True 4,697
40 5.884 4.254 1.630 37.9% 0.126 2.9% 3% False True 3,686
60 6.160 4.254 1.906 44.4% 0.134 3.1% 2% False True 3,047
80 6.160 4.254 1.906 44.4% 0.140 3.3% 2% False True 2,909
100 6.160 4.254 1.906 44.4% 0.142 3.3% 2% False True 2,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.979
2.618 4.753
1.618 4.615
1.000 4.530
0.618 4.477
HIGH 4.392
0.618 4.339
0.500 4.323
0.382 4.307
LOW 4.254
0.618 4.169
1.000 4.116
1.618 4.031
2.618 3.893
4.250 3.668
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 4.323 4.365
PP 4.314 4.342
S1 4.306 4.320

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

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