NYMEX Natural Gas Future November 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 4.764 4.688 -0.076 -1.6% 4.959
High 4.774 4.765 -0.009 -0.2% 4.976
Low 4.670 4.670 0.000 0.0% 4.670
Close 4.676 4.684 0.008 0.2% 4.676
Range 0.104 0.095 -0.009 -8.7% 0.306
ATR 0.111 0.110 -0.001 -1.0% 0.000
Volume 3,187 1,914 -1,273 -39.9% 13,831
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.991 4.933 4.736
R3 4.896 4.838 4.710
R2 4.801 4.801 4.701
R1 4.743 4.743 4.693 4.725
PP 4.706 4.706 4.706 4.697
S1 4.648 4.648 4.675 4.630
S2 4.611 4.611 4.667
S3 4.516 4.553 4.658
S4 4.421 4.458 4.632
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.692 5.490 4.844
R3 5.386 5.184 4.760
R2 5.080 5.080 4.732
R1 4.878 4.878 4.704 4.826
PP 4.774 4.774 4.774 4.748
S1 4.572 4.572 4.648 4.520
S2 4.468 4.468 4.620
S3 4.162 4.266 4.592
S4 3.856 3.960 4.508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.958 4.670 0.288 6.1% 0.089 1.9% 5% False True 2,538
10 5.187 4.670 0.517 11.0% 0.094 2.0% 3% False True 2,221
20 5.503 4.670 0.833 17.8% 0.090 1.9% 2% False True 2,113
40 6.280 4.670 1.610 34.4% 0.107 2.3% 1% False True 1,663
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.169
2.618 5.014
1.618 4.919
1.000 4.860
0.618 4.824
HIGH 4.765
0.618 4.729
0.500 4.718
0.382 4.706
LOW 4.670
0.618 4.611
1.000 4.575
1.618 4.516
2.618 4.421
4.250 4.266
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 4.718 4.761
PP 4.706 4.735
S1 4.695 4.710

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

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