NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 5.838 5.795 -0.043 -0.7% 5.966
High 5.840 5.846 0.006 0.1% 5.966
Low 5.778 5.770 -0.008 -0.1% 5.824
Close 5.795 5.831 0.036 0.6% 5.910
Range 0.062 0.076 0.014 22.6% 0.142
ATR 0.126 0.123 -0.004 -2.8% 0.000
Volume 3,431 1,885 -1,546 -45.1% 10,075
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.044 6.013 5.873
R3 5.968 5.937 5.852
R2 5.892 5.892 5.845
R1 5.861 5.861 5.838 5.877
PP 5.816 5.816 5.816 5.823
S1 5.785 5.785 5.824 5.801
S2 5.740 5.740 5.817
S3 5.664 5.709 5.810
S4 5.588 5.633 5.789
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.326 6.260 5.988
R3 6.184 6.118 5.949
R2 6.042 6.042 5.936
R1 5.976 5.976 5.923 5.938
PP 5.900 5.900 5.900 5.881
S1 5.834 5.834 5.897 5.796
S2 5.758 5.758 5.884
S3 5.616 5.692 5.871
S4 5.474 5.550 5.832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.953 5.770 0.183 3.1% 0.090 1.5% 33% False True 1,785
10 6.311 5.770 0.541 9.3% 0.106 1.8% 11% False True 2,226
20 6.573 5.770 0.803 13.8% 0.121 2.1% 8% False True 1,895
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.169
2.618 6.045
1.618 5.969
1.000 5.922
0.618 5.893
HIGH 5.846
0.618 5.817
0.500 5.808
0.382 5.799
LOW 5.770
0.618 5.723
1.000 5.694
1.618 5.647
2.618 5.571
4.250 5.447
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 5.823 5.862
PP 5.816 5.851
S1 5.808 5.841

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

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