NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 4.688 4.674 -0.014 -0.3% 4.959
High 4.765 4.780 0.015 0.3% 4.976
Low 4.670 4.647 -0.023 -0.5% 4.670
Close 4.684 4.771 0.087 1.9% 4.676
Range 0.095 0.133 0.038 40.0% 0.306
ATR 0.110 0.111 0.002 1.5% 0.000
Volume 1,914 2,970 1,056 55.2% 13,831
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.132 5.084 4.844
R3 4.999 4.951 4.808
R2 4.866 4.866 4.795
R1 4.818 4.818 4.783 4.842
PP 4.733 4.733 4.733 4.745
S1 4.685 4.685 4.759 4.709
S2 4.600 4.600 4.747
S3 4.467 4.552 4.734
S4 4.334 4.419 4.698
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.692 5.490 4.844
R3 5.386 5.184 4.760
R2 5.080 5.080 4.732
R1 4.878 4.878 4.704 4.826
PP 4.774 4.774 4.774 4.748
S1 4.572 4.572 4.648 4.520
S2 4.468 4.468 4.620
S3 4.162 4.266 4.592
S4 3.856 3.960 4.508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.904 4.647 0.257 5.4% 0.099 2.1% 48% False True 2,538
10 5.117 4.647 0.470 9.9% 0.100 2.1% 26% False True 2,388
20 5.503 4.647 0.856 17.9% 0.093 2.0% 14% False True 2,148
40 6.280 4.647 1.633 34.2% 0.108 2.3% 8% False True 1,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.345
2.618 5.128
1.618 4.995
1.000 4.913
0.618 4.862
HIGH 4.780
0.618 4.729
0.500 4.714
0.382 4.698
LOW 4.647
0.618 4.565
1.000 4.514
1.618 4.432
2.618 4.299
4.250 4.082
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 4.752 4.752
PP 4.733 4.733
S1 4.714 4.714

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

View Archives - Comment on this page... - Back to Index of Symbols