NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 4.800 4.772 -0.028 -0.6% 4.960
High 4.853 4.869 0.016 0.3% 5.000
Low 4.739 4.660 -0.079 -1.7% 4.739
Close 4.813 4.679 -0.134 -2.8% 4.813
Range 0.114 0.209 0.095 83.3% 0.261
ATR 0.190 0.191 0.001 0.7% 0.000
Volume 84,370 69,232 -15,138 -17.9% 396,842
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.363 5.230 4.794
R3 5.154 5.021 4.736
R2 4.945 4.945 4.717
R1 4.812 4.812 4.698 4.774
PP 4.736 4.736 4.736 4.717
S1 4.603 4.603 4.660 4.565
S2 4.527 4.527 4.641
S3 4.318 4.394 4.622
S4 4.109 4.185 4.564
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.634 5.484 4.957
R3 5.373 5.223 4.885
R2 5.112 5.112 4.861
R1 4.962 4.962 4.837 4.907
PP 4.851 4.851 4.851 4.823
S1 4.701 4.701 4.789 4.646
S2 4.590 4.590 4.765
S3 4.329 4.440 4.741
S4 4.068 4.179 4.669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.946 4.660 0.286 6.1% 0.151 3.2% 7% False True 79,037
10 5.531 4.660 0.871 18.6% 0.167 3.6% 2% False True 74,738
20 5.638 4.660 0.978 20.9% 0.181 3.9% 2% False True 63,099
40 5.930 4.660 1.270 27.1% 0.205 4.4% 1% False True 43,984
60 5.940 4.595 1.345 28.7% 0.211 4.5% 6% False False 35,519
80 5.940 4.595 1.345 28.7% 0.208 4.4% 6% False False 29,219
100 6.180 4.595 1.585 33.9% 0.205 4.4% 5% False False 24,982
120 6.180 4.595 1.585 33.9% 0.205 4.4% 5% False False 21,750
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.757
2.618 5.416
1.618 5.207
1.000 5.078
0.618 4.998
HIGH 4.869
0.618 4.789
0.500 4.765
0.382 4.740
LOW 4.660
0.618 4.531
1.000 4.451
1.618 4.322
2.618 4.113
4.250 3.772
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 4.765 4.777
PP 4.736 4.744
S1 4.708 4.712

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

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