NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 4.693 4.720 0.027 0.6% 4.960
High 4.755 4.790 0.035 0.7% 5.000
Low 4.655 4.680 0.025 0.5% 4.739
Close 4.708 4.757 0.049 1.0% 4.813
Range 0.100 0.110 0.010 10.0% 0.261
ATR 0.185 0.179 -0.005 -2.9% 0.000
Volume 89,836 85,649 -4,187 -4.7% 396,842
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.072 5.025 4.818
R3 4.962 4.915 4.787
R2 4.852 4.852 4.777
R1 4.805 4.805 4.767 4.829
PP 4.742 4.742 4.742 4.754
S1 4.695 4.695 4.747 4.719
S2 4.632 4.632 4.737
S3 4.522 4.585 4.727
S4 4.412 4.475 4.697
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 4.894 4.655 0.239 5.0% 0.137 2.9% 43% False False 83,783
10 5.395 4.655 0.740 15.6% 0.152 3.2% 14% False False 76,047
20 5.638 4.655 0.983 20.7% 0.175 3.7% 10% False False 69,006
40 5.930 4.655 1.275 26.8% 0.198 4.2% 8% False False 47,691
60 5.940 4.655 1.285 27.0% 0.207 4.4% 8% False False 37,939
80 5.940 4.595 1.345 28.3% 0.207 4.3% 12% False False 31,216
100 6.180 4.595 1.585 33.3% 0.204 4.3% 10% False False 26,549
120 6.180 4.595 1.585 33.3% 0.205 4.3% 10% False False 23,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.258
2.618 5.078
1.618 4.968
1.000 4.900
0.618 4.858
HIGH 4.790
0.618 4.748
0.500 4.735
0.382 4.722
LOW 4.680
0.618 4.612
1.000 4.570
1.618 4.502
2.618 4.392
4.250 4.213
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 4.750 4.762
PP 4.742 4.760
S1 4.735 4.759

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

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