NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 5.602 5.420 -0.182 -3.2% 5.247
High 5.680 5.466 -0.214 -3.8% 5.598
Low 5.396 5.262 -0.134 -2.5% 5.227
Close 5.401 5.290 -0.111 -2.1% 5.515
Range 0.284 0.204 -0.080 -28.2% 0.371
ATR 0.246 0.243 -0.003 -1.2% 0.000
Volume 149,134 140,790 -8,344 -5.6% 520,234
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.951 5.825 5.402
R3 5.747 5.621 5.346
R2 5.543 5.543 5.327
R1 5.417 5.417 5.309 5.378
PP 5.339 5.339 5.339 5.320
S1 5.213 5.213 5.271 5.174
S2 5.135 5.135 5.253
S3 4.931 5.009 5.234
S4 4.727 4.805 5.178
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 5.680 5.227 0.453 8.6% 0.235 4.4% 14% False False 124,875
10 5.680 5.060 0.620 11.7% 0.220 4.1% 37% False False 113,650
20 5.804 5.060 0.744 14.1% 0.230 4.3% 31% False False 91,920
40 6.027 5.060 0.967 18.3% 0.237 4.5% 24% False False 62,691
60 6.027 4.550 1.477 27.9% 0.242 4.6% 50% False False 49,033
80 6.242 4.550 1.692 32.0% 0.232 4.4% 44% False False 39,210
100 6.242 4.550 1.692 32.0% 0.227 4.3% 44% False False 32,797
120 6.242 4.550 1.692 32.0% 0.217 4.1% 44% False False 28,131
Crabel Price Patterns
NR True
NR4 True
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 0.063
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.333
2.618 6.000
1.618 5.796
1.000 5.670
0.618 5.592
HIGH 5.466
0.618 5.388
0.500 5.364
0.382 5.340
LOW 5.262
0.618 5.136
1.000 5.058
1.618 4.932
2.618 4.728
4.250 4.395
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 5.364 5.471
PP 5.339 5.411
S1 5.315 5.350

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

View Archives - Comment on this page... - Back to Index of Symbols