NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 5.831 5.682 -0.149 -2.6% 5.883
High 5.831 5.700 -0.131 -2.2% 5.953
Low 5.645 5.645 0.000 0.0% 5.645
Close 5.667 5.694 0.027 0.5% 5.694
Range 0.186 0.055 -0.131 -70.4% 0.308
ATR 0.127 0.122 -0.005 -4.1% 0.000
Volume 2,958 2,193 -765 -25.9% 12,023
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.845 5.824 5.724
R3 5.790 5.769 5.709
R2 5.735 5.735 5.704
R1 5.714 5.714 5.699 5.725
PP 5.680 5.680 5.680 5.685
S1 5.659 5.659 5.689 5.670
S2 5.625 5.625 5.684
S3 5.570 5.604 5.679
S4 5.515 5.549 5.664
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.688 6.499 5.863
R3 6.380 6.191 5.779
R2 6.072 6.072 5.750
R1 5.883 5.883 5.722 5.824
PP 5.764 5.764 5.764 5.734
S1 5.575 5.575 5.666 5.516
S2 5.456 5.456 5.638
S3 5.148 5.267 5.609
S4 4.840 4.959 5.525
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% 0.107 1.9% 16% False True 2,404
10 5.966 5.645 0.321 5.6% 0.099 1.7% 15% False True 2,209
20 6.573 5.645 0.928 16.3% 0.119 2.1% 5% False True 2,010
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.013
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.934
2.618 5.844
1.618 5.789
1.000 5.755
0.618 5.734
HIGH 5.700
0.618 5.679
0.500 5.673
0.382 5.666
LOW 5.645
0.618 5.611
1.000 5.590
1.618 5.556
2.618 5.501
4.250 5.411
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 5.687 5.746
PP 5.680 5.728
S1 5.673 5.711

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

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