NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 5.420 5.483 0.063 1.2% 5.750
High 5.505 5.622 0.117 2.1% 5.788
Low 5.350 5.339 -0.011 -0.2% 5.339
Close 5.456 5.425 -0.031 -0.6% 5.425
Range 0.155 0.283 0.128 82.6% 0.449
ATR 0.210 0.215 0.005 2.5% 0.000
Volume 11,362 9,115 -2,247 -19.8% 40,595
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.311 6.151 5.581
R3 6.028 5.868 5.503
R2 5.745 5.745 5.477
R1 5.585 5.585 5.451 5.524
PP 5.462 5.462 5.462 5.431
S1 5.302 5.302 5.399 5.241
S2 5.179 5.179 5.373
S3 4.896 5.019 5.347
S4 4.613 4.736 5.269
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.864 6.594 5.672
R3 6.415 6.145 5.548
R2 5.966 5.966 5.507
R1 5.696 5.696 5.466 5.607
PP 5.517 5.517 5.517 5.473
S1 5.247 5.247 5.384 5.158
S2 5.068 5.068 5.343
S3 4.619 4.798 5.302
S4 4.170 4.349 5.178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.788 5.339 0.449 8.3% 0.214 3.9% 19% False True 8,119
10 6.242 5.339 0.903 16.6% 0.208 3.8% 10% False True 8,106
20 6.242 5.339 0.903 16.6% 0.211 3.9% 10% False True 8,096
40 6.242 4.733 1.509 27.8% 0.217 4.0% 46% False False 7,142
60 6.242 4.733 1.509 27.8% 0.181 3.3% 46% False False 5,879
80 6.242 4.733 1.509 27.8% 0.176 3.2% 46% False False 5,150
100 6.410 4.733 1.677 30.9% 0.168 3.1% 41% False False 4,510
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 0.051
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6.825
2.618 6.363
1.618 6.080
1.000 5.905
0.618 5.797
HIGH 5.622
0.618 5.514
0.500 5.481
0.382 5.447
LOW 5.339
0.618 5.164
1.000 5.056
1.618 4.881
2.618 4.598
4.250 4.136
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 5.481 5.502
PP 5.462 5.476
S1 5.444 5.451

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

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