NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 5.200 5.146 -0.054 -1.0% 5.282
High 5.202 5.205 0.003 0.1% 5.332
Low 5.154 5.146 -0.008 -0.2% 5.154
Close 5.168 5.175 0.007 0.1% 5.168
Range 0.048 0.059 0.011 22.9% 0.178
ATR 0.119 0.114 -0.004 -3.6% 0.000
Volume 1,896 1,168 -728 -38.4% 9,445
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.352 5.323 5.207
R3 5.293 5.264 5.191
R2 5.234 5.234 5.186
R1 5.205 5.205 5.180 5.220
PP 5.175 5.175 5.175 5.183
S1 5.146 5.146 5.170 5.161
S2 5.116 5.116 5.164
S3 5.057 5.087 5.159
S4 4.998 5.028 5.143
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.752 5.638 5.266
R3 5.574 5.460 5.217
R2 5.396 5.396 5.201
R1 5.282 5.282 5.184 5.250
PP 5.218 5.218 5.218 5.202
S1 5.104 5.104 5.152 5.072
S2 5.040 5.040 5.135
S3 4.862 4.926 5.119
S4 4.684 4.748 5.070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.332 5.146 0.186 3.6% 0.088 1.7% 16% False True 1,752
10 5.503 5.146 0.357 6.9% 0.086 1.7% 8% False True 2,005
20 6.170 5.146 1.024 19.8% 0.102 2.0% 3% False True 1,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.456
2.618 5.359
1.618 5.300
1.000 5.264
0.618 5.241
HIGH 5.205
0.618 5.182
0.500 5.176
0.382 5.169
LOW 5.146
0.618 5.110
1.000 5.087
1.618 5.051
2.618 4.992
4.250 4.895
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 5.176 5.201
PP 5.175 5.192
S1 5.175 5.184

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

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