NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 5.406 5.485 0.079 1.5% 5.247
High 5.500 5.598 0.098 1.8% 5.598
Low 5.227 5.383 0.156 3.0% 5.227
Close 5.416 5.515 0.099 1.8% 5.515
Range 0.273 0.215 -0.058 -21.2% 0.371
ATR 0.246 0.243 -0.002 -0.9% 0.000
Volume 97,203 132,333 35,130 36.1% 520,234
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.144 6.044 5.633
R3 5.929 5.829 5.574
R2 5.714 5.714 5.554
R1 5.614 5.614 5.535 5.664
PP 5.499 5.499 5.499 5.524
S1 5.399 5.399 5.495 5.449
S2 5.284 5.284 5.476
S3 5.069 5.184 5.456
S4 4.854 4.969 5.397
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.560 6.408 5.719
R3 6.189 6.037 5.617
R2 5.818 5.818 5.583
R1 5.666 5.666 5.549 5.742
PP 5.447 5.447 5.447 5.485
S1 5.295 5.295 5.481 5.371
S2 5.076 5.076 5.447
S3 4.705 4.924 5.413
S4 4.334 4.553 5.311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.598 5.227 0.371 6.7% 0.212 3.8% 78% True False 104,046
10 5.786 5.060 0.726 13.2% 0.217 3.9% 63% False False 98,715
20 5.810 5.060 0.750 13.6% 0.230 4.2% 61% False False 82,227
40 6.027 4.937 1.090 19.8% 0.245 4.4% 53% False False 58,231
60 6.027 4.550 1.477 26.8% 0.238 4.3% 65% False False 44,710
80 6.242 4.550 1.692 30.7% 0.234 4.2% 57% False False 35,843
100 6.242 4.550 1.692 30.7% 0.227 4.1% 57% False False 30,028
120 6.242 4.550 1.692 30.7% 0.215 3.9% 57% False False 25,759
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 0.055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.512
2.618 6.161
1.618 5.946
1.000 5.813
0.618 5.731
HIGH 5.598
0.618 5.516
0.500 5.491
0.382 5.465
LOW 5.383
0.618 5.250
1.000 5.168
1.618 5.035
2.618 4.820
4.250 4.469
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 5.507 5.481
PP 5.499 5.447
S1 5.491 5.413

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

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