NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 5.795 5.831 0.036 0.6% 5.966
High 5.846 5.831 -0.015 -0.3% 5.966
Low 5.770 5.645 -0.125 -2.2% 5.824
Close 5.831 5.667 -0.164 -2.8% 5.910
Range 0.076 0.186 0.110 144.7% 0.142
ATR 0.123 0.127 0.005 3.7% 0.000
Volume 1,885 2,958 1,073 56.9% 10,075
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.272 6.156 5.769
R3 6.086 5.970 5.718
R2 5.900 5.900 5.701
R1 5.784 5.784 5.684 5.749
PP 5.714 5.714 5.714 5.697
S1 5.598 5.598 5.650 5.563
S2 5.528 5.528 5.633
S3 5.342 5.412 5.616
S4 5.156 5.226 5.565
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 5.645 0.308 5.4% 0.110 1.9% 7% False True 2,196
10 6.110 5.645 0.465 8.2% 0.105 1.9% 5% False True 2,313
20 6.573 5.645 0.928 16.4% 0.124 2.2% 2% False True 1,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.622
2.618 6.318
1.618 6.132
1.000 6.017
0.618 5.946
HIGH 5.831
0.618 5.760
0.500 5.738
0.382 5.716
LOW 5.645
0.618 5.530
1.000 5.459
1.618 5.344
2.618 5.158
4.250 4.855
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 5.738 5.746
PP 5.714 5.719
S1 5.691 5.693

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

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