NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 5.522 5.561 0.039 0.7% 5.644
High 5.590 5.561 -0.029 -0.5% 5.750
Low 5.500 5.484 -0.016 -0.3% 5.527
Close 5.553 5.511 -0.042 -0.8% 5.543
Range 0.090 0.077 -0.013 -14.4% 0.223
ATR 0.116 0.113 -0.003 -2.4% 0.000
Volume 1,645 1,623 -22 -1.3% 14,055
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.750 5.707 5.553
R3 5.673 5.630 5.532
R2 5.596 5.596 5.525
R1 5.553 5.553 5.518 5.536
PP 5.519 5.519 5.519 5.510
S1 5.476 5.476 5.504 5.459
S2 5.442 5.442 5.497
S3 5.365 5.399 5.490
S4 5.288 5.322 5.469
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.276 6.132 5.666
R3 6.053 5.909 5.604
R2 5.830 5.830 5.584
R1 5.686 5.686 5.563 5.647
PP 5.607 5.607 5.607 5.587
S1 5.463 5.463 5.523 5.424
S2 5.384 5.384 5.502
S3 5.161 5.240 5.482
S4 4.938 5.017 5.420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.655 5.484 0.171 3.1% 0.082 1.5% 16% False True 2,549
10 5.846 5.484 0.362 6.6% 0.098 1.8% 7% False True 2,435
20 6.339 5.484 0.855 15.5% 0.101 1.8% 3% False True 2,306
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.888
2.618 5.763
1.618 5.686
1.000 5.638
0.618 5.609
HIGH 5.561
0.618 5.532
0.500 5.523
0.382 5.513
LOW 5.484
0.618 5.436
1.000 5.407
1.618 5.359
2.618 5.282
4.250 5.157
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 5.523 5.537
PP 5.519 5.528
S1 5.515 5.520

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

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