NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 4.772 4.693 -0.079 -1.7% 4.960
High 4.869 4.755 -0.114 -2.3% 5.000
Low 4.660 4.655 -0.005 -0.1% 4.739
Close 4.679 4.708 0.029 0.6% 4.813
Range 0.209 0.100 -0.109 -52.2% 0.261
ATR 0.191 0.185 -0.007 -3.4% 0.000
Volume 69,232 89,836 20,604 29.8% 396,842
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.006 4.957 4.763
R3 4.906 4.857 4.736
R2 4.806 4.806 4.726
R1 4.757 4.757 4.717 4.782
PP 4.706 4.706 4.706 4.718
S1 4.657 4.657 4.699 4.682
S2 4.606 4.606 4.690
S3 4.506 4.557 4.681
S4 4.406 4.457 4.653
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 4.931 4.655 0.276 5.9% 0.143 3.0% 19% False True 81,720
10 5.395 4.655 0.740 15.7% 0.153 3.3% 7% False True 76,598
20 5.638 4.655 0.983 20.9% 0.177 3.7% 5% False True 66,316
40 5.930 4.655 1.275 27.1% 0.199 4.2% 4% False True 45,985
60 5.940 4.595 1.345 28.6% 0.208 4.4% 8% False False 36,798
80 5.940 4.595 1.345 28.6% 0.207 4.4% 8% False False 30,239
100 6.180 4.595 1.585 33.7% 0.204 4.3% 7% False False 25,786
120 6.180 4.595 1.585 33.7% 0.205 4.3% 7% False False 22,452
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.039
Narrowest range in 123 trading days
Fibonacci Retracements and Extensions
4.250 5.180
2.618 5.017
1.618 4.917
1.000 4.855
0.618 4.817
HIGH 4.755
0.618 4.717
0.500 4.705
0.382 4.693
LOW 4.655
0.618 4.593
1.000 4.555
1.618 4.493
2.618 4.393
4.250 4.230
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 4.707 4.762
PP 4.706 4.744
S1 4.705 4.726

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

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