NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 5.363 5.414 0.051 1.0% 5.522
High 5.470 5.435 -0.035 -0.6% 5.590
Low 5.334 5.352 0.018 0.3% 5.298
Close 5.465 5.363 -0.102 -1.9% 5.465
Range 0.136 0.083 -0.053 -39.0% 0.292
ATR 0.117 0.117 0.000 -0.2% 0.000
Volume 4,321 3,386 -935 -21.6% 10,052
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.632 5.581 5.409
R3 5.549 5.498 5.386
R2 5.466 5.466 5.378
R1 5.415 5.415 5.371 5.399
PP 5.383 5.383 5.383 5.376
S1 5.332 5.332 5.355 5.316
S2 5.300 5.300 5.348
S3 5.217 5.249 5.340
S4 5.134 5.166 5.317
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.327 6.188 5.626
R3 6.035 5.896 5.545
R2 5.743 5.743 5.519
R1 5.604 5.604 5.492 5.528
PP 5.451 5.451 5.451 5.413
S1 5.312 5.312 5.438 5.236
S2 5.159 5.159 5.411
S3 4.867 5.020 5.385
S4 4.575 4.728 5.304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.561 5.298 0.263 4.9% 0.111 2.1% 25% False False 2,358
10 5.750 5.298 0.452 8.4% 0.106 2.0% 14% False False 2,471
20 5.953 5.298 0.655 12.2% 0.101 1.9% 10% False False 2,349
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.788
2.618 5.652
1.618 5.569
1.000 5.518
0.618 5.486
HIGH 5.435
0.618 5.403
0.500 5.394
0.382 5.384
LOW 5.352
0.618 5.301
1.000 5.269
1.618 5.218
2.618 5.135
4.250 4.999
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 5.394 5.384
PP 5.383 5.377
S1 5.373 5.370

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

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