NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 5.151 4.950 -0.201 -3.9% 5.429
High 5.167 4.977 -0.190 -3.7% 5.560
Low 5.008 4.841 -0.167 -3.3% 5.008
Close 5.044 4.895 -0.149 -3.0% 5.044
Range 0.159 0.136 -0.023 -14.5% 0.552
ATR 0.225 0.223 -0.002 -0.7% 0.000
Volume 118,534 96,759 -21,775 -18.4% 499,703
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.312 5.240 4.970
R3 5.176 5.104 4.932
R2 5.040 5.040 4.920
R1 4.968 4.968 4.907 4.936
PP 4.904 4.904 4.904 4.889
S1 4.832 4.832 4.883 4.800
S2 4.768 4.768 4.870
S3 4.632 4.696 4.858
S4 4.496 4.560 4.820
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.860 6.504 5.348
R3 6.308 5.952 5.196
R2 5.756 5.756 5.145
R1 5.400 5.400 5.095 5.302
PP 5.204 5.204 5.204 5.155
S1 4.848 4.848 4.993 4.750
S2 4.652 4.652 4.943
S3 4.100 4.296 4.892
S4 3.548 3.744 4.740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.560 4.841 0.719 14.7% 0.195 4.0% 8% False True 119,292
10 5.680 4.841 0.839 17.1% 0.198 4.0% 6% False True 130,893
20 5.786 4.841 0.945 19.3% 0.208 4.2% 6% False True 114,804
40 6.027 4.841 1.186 24.2% 0.230 4.7% 5% False True 80,656
60 6.027 4.550 1.477 30.2% 0.241 4.9% 23% False False 64,343
80 6.027 4.550 1.477 30.2% 0.230 4.7% 23% False False 51,188
100 6.242 4.550 1.692 34.6% 0.227 4.6% 20% False False 42,530
120 6.242 4.550 1.692 34.6% 0.223 4.6% 20% False False 36,387
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.053
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.555
2.618 5.333
1.618 5.197
1.000 5.113
0.618 5.061
HIGH 4.977
0.618 4.925
0.500 4.909
0.382 4.893
LOW 4.841
0.618 4.757
1.000 4.705
1.618 4.621
2.618 4.485
4.250 4.263
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 4.909 5.130
PP 4.904 5.052
S1 4.900 4.973

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

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