NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 5.682 5.644 -0.038 -0.7% 5.883
High 5.700 5.673 -0.027 -0.5% 5.953
Low 5.645 5.591 -0.054 -1.0% 5.645
Close 5.694 5.647 -0.047 -0.8% 5.694
Range 0.055 0.082 0.027 49.1% 0.308
ATR 0.122 0.121 -0.001 -1.1% 0.000
Volume 2,193 2,779 586 26.7% 12,023
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.883 5.847 5.692
R3 5.801 5.765 5.670
R2 5.719 5.719 5.662
R1 5.683 5.683 5.655 5.701
PP 5.637 5.637 5.637 5.646
S1 5.601 5.601 5.639 5.619
S2 5.555 5.555 5.632
S3 5.473 5.519 5.624
S4 5.391 5.437 5.602
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 5.846 5.591 0.255 4.5% 0.092 1.6% 22% False True 2,649
10 5.953 5.591 0.362 6.4% 0.096 1.7% 15% False True 2,227
20 6.573 5.591 0.982 17.4% 0.116 2.0% 6% False True 2,056
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.022
2.618 5.888
1.618 5.806
1.000 5.755
0.618 5.724
HIGH 5.673
0.618 5.642
0.500 5.632
0.382 5.622
LOW 5.591
0.618 5.540
1.000 5.509
1.618 5.458
2.618 5.376
4.250 5.243
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 5.642 5.711
PP 5.637 5.690
S1 5.632 5.668

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

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