NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 4.959 4.947 -0.012 -0.2% 5.146
High 4.976 4.958 -0.018 -0.4% 5.205
Low 4.896 4.876 -0.020 -0.4% 4.895
Close 4.916 4.932 0.016 0.3% 5.016
Range 0.080 0.082 0.002 2.5% 0.310
ATR 0.114 0.112 -0.002 -2.0% 0.000
Volume 3,054 2,968 -86 -2.8% 7,642
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.168 5.132 4.977
R3 5.086 5.050 4.955
R2 5.004 5.004 4.947
R1 4.968 4.968 4.940 4.945
PP 4.922 4.922 4.922 4.911
S1 4.886 4.886 4.924 4.863
S2 4.840 4.840 4.917
S3 4.758 4.804 4.909
S4 4.676 4.722 4.887
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.969 5.802 5.187
R3 5.659 5.492 5.101
R2 5.349 5.349 5.073
R1 5.182 5.182 5.044 5.111
PP 5.039 5.039 5.039 5.003
S1 4.872 4.872 4.988 4.801
S2 4.729 4.729 4.959
S3 4.419 4.562 4.931
S4 4.109 4.252 4.846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.117 4.876 0.241 4.9% 0.100 2.0% 23% False True 2,237
10 5.300 4.876 0.424 8.6% 0.089 1.8% 13% False True 1,942
20 5.631 4.876 0.755 15.3% 0.096 1.9% 7% False True 1,858
40 6.280 4.876 1.404 28.5% 0.109 2.2% 4% False True 1,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.307
2.618 5.173
1.618 5.091
1.000 5.040
0.618 5.009
HIGH 4.958
0.618 4.927
0.500 4.917
0.382 4.907
LOW 4.876
0.618 4.825
1.000 4.794
1.618 4.743
2.618 4.661
4.250 4.528
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 4.927 4.943
PP 4.922 4.939
S1 4.917 4.936

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

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