NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 5.247 5.436 0.189 3.6% 5.749
High 5.450 5.538 0.088 1.6% 5.786
Low 5.236 5.378 0.142 2.7% 5.060
Close 5.434 5.454 0.020 0.4% 5.131
Range 0.214 0.160 -0.054 -25.2% 0.726
ATR 0.254 0.247 -0.007 -2.6% 0.000
Volume 79,679 106,102 26,423 33.2% 466,919
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.937 5.855 5.542
R3 5.777 5.695 5.498
R2 5.617 5.617 5.483
R1 5.535 5.535 5.469 5.576
PP 5.457 5.457 5.457 5.477
S1 5.375 5.375 5.439 5.416
S2 5.297 5.297 5.425
S3 5.137 5.215 5.410
S4 4.977 5.055 5.366
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.504 7.043 5.530
R3 6.778 6.317 5.331
R2 6.052 6.052 5.264
R1 5.591 5.591 5.198 5.459
PP 5.326 5.326 5.326 5.259
S1 4.865 4.865 5.064 4.733
S2 4.600 4.600 4.998
S3 3.874 4.139 4.931
S4 3.148 3.413 4.732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.538 5.060 0.478 8.8% 0.204 3.7% 82% True False 102,426
10 5.804 5.060 0.744 13.6% 0.208 3.8% 53% False False 84,611
20 6.027 5.060 0.967 17.7% 0.243 4.5% 41% False False 72,045
40 6.027 4.580 1.447 26.5% 0.245 4.5% 60% False False 52,439
60 6.027 4.550 1.477 27.1% 0.237 4.3% 61% False False 39,802
80 6.242 4.550 1.692 31.0% 0.231 4.2% 53% False False 31,955
100 6.242 4.550 1.692 31.0% 0.230 4.2% 53% False False 26,910
120 6.242 4.550 1.692 31.0% 0.212 3.9% 53% False False 23,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.031
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.218
2.618 5.957
1.618 5.797
1.000 5.698
0.618 5.637
HIGH 5.538
0.618 5.477
0.500 5.458
0.382 5.439
LOW 5.378
0.618 5.279
1.000 5.218
1.618 5.119
2.618 4.959
4.250 4.698
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 5.458 5.408
PP 5.457 5.362
S1 5.455 5.316

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

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