NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 5.350 5.386 0.036 0.7% 5.602
High 5.414 5.419 0.005 0.1% 5.680
Low 5.274 5.135 -0.139 -2.6% 5.240
Close 5.386 5.172 -0.214 -4.0% 5.468
Range 0.140 0.284 0.144 102.9% 0.440
ATR 0.225 0.229 0.004 1.9% 0.000
Volume 140,885 91,203 -49,682 -35.3% 712,471
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.094 5.917 5.328
R3 5.810 5.633 5.250
R2 5.526 5.526 5.224
R1 5.349 5.349 5.198 5.296
PP 5.242 5.242 5.242 5.215
S1 5.065 5.065 5.146 5.012
S2 4.958 4.958 5.120
S3 4.674 4.781 5.094
S4 4.390 4.497 5.016
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.783 6.565 5.710
R3 6.343 6.125 5.589
R2 5.903 5.903 5.549
R1 5.685 5.685 5.508 5.574
PP 5.463 5.463 5.463 5.407
S1 5.245 5.245 5.428 5.134
S2 5.023 5.023 5.387
S3 4.583 4.805 5.347
S4 4.143 4.365 5.226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.560 5.135 0.425 8.2% 0.211 4.1% 9% False True 131,041
10 5.680 5.135 0.545 10.5% 0.217 4.2% 7% False True 132,317
20 5.804 5.060 0.744 14.4% 0.215 4.1% 15% False False 109,402
40 6.027 5.060 0.967 18.7% 0.235 4.6% 12% False False 76,606
60 6.027 4.550 1.477 28.6% 0.242 4.7% 42% False False 61,185
80 6.028 4.550 1.478 28.6% 0.232 4.5% 42% False False 48,707
100 6.242 4.550 1.692 32.7% 0.227 4.4% 37% False False 40,473
120 6.242 4.550 1.692 32.7% 0.223 4.3% 37% False False 34,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.068
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.626
2.618 6.163
1.618 5.879
1.000 5.703
0.618 5.595
HIGH 5.419
0.618 5.311
0.500 5.277
0.382 5.243
LOW 5.135
0.618 4.959
1.000 4.851
1.618 4.675
2.618 4.391
4.250 3.928
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 5.277 5.348
PP 5.242 5.289
S1 5.207 5.231

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

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