NYMEX Natural Gas Future March 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 4.915 4.773 -0.142 -2.9% 5.429
High 4.934 4.884 -0.050 -1.0% 5.560
Low 4.766 4.745 -0.021 -0.4% 5.008
Close 4.778 4.816 0.038 0.8% 5.044
Range 0.168 0.139 -0.029 -17.3% 0.552
ATR 0.219 0.213 -0.006 -2.6% 0.000
Volume 78,058 66,648 -11,410 -14.6% 499,703
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.232 5.163 4.892
R3 5.093 5.024 4.854
R2 4.954 4.954 4.841
R1 4.885 4.885 4.829 4.920
PP 4.815 4.815 4.815 4.832
S1 4.746 4.746 4.803 4.781
S2 4.676 4.676 4.791
S3 4.537 4.607 4.778
S4 4.398 4.468 4.740
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 5.419 4.745 0.674 14.0% 0.177 3.7% 11% False True 90,240
10 5.560 4.745 0.815 16.9% 0.180 3.7% 9% False True 116,371
20 5.680 4.745 0.935 19.4% 0.200 4.1% 8% False True 115,011
40 6.027 4.745 1.282 26.6% 0.224 4.7% 6% False True 82,989
60 6.027 4.550 1.477 30.7% 0.237 4.9% 18% False False 66,328
80 6.027 4.550 1.477 30.7% 0.228 4.7% 18% False False 52,845
100 6.242 4.550 1.692 35.1% 0.226 4.7% 16% False False 43,838
120 6.242 4.550 1.692 35.1% 0.223 4.6% 16% False False 37,524
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 0.045
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.475
2.618 5.248
1.618 5.109
1.000 5.023
0.618 4.970
HIGH 4.884
0.618 4.831
0.500 4.815
0.382 4.798
LOW 4.745
0.618 4.659
1.000 4.606
1.618 4.520
2.618 4.381
4.250 4.154
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 4.816 4.861
PP 4.815 4.846
S1 4.815 4.831

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

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