NYMEX Natural Gas Future April 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 4.761 4.595 -0.166 -3.5% 4.772
High 4.787 4.626 -0.161 -3.4% 4.869
Low 4.556 4.540 -0.016 -0.4% 4.540
Close 4.575 4.593 0.018 0.4% 4.593
Range 0.231 0.086 -0.145 -62.8% 0.329
ATR 0.183 0.176 -0.007 -3.8% 0.000
Volume 66,167 102,372 36,205 54.7% 413,256
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.844 4.805 4.640
R3 4.758 4.719 4.617
R2 4.672 4.672 4.609
R1 4.633 4.633 4.601 4.610
PP 4.586 4.586 4.586 4.575
S1 4.547 4.547 4.585 4.524
S2 4.500 4.500 4.577
S3 4.414 4.461 4.569
S4 4.328 4.375 4.546
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.654 5.453 4.774
R3 5.325 5.124 4.683
R2 4.996 4.996 4.653
R1 4.795 4.795 4.623 4.731
PP 4.667 4.667 4.667 4.636
S1 4.466 4.466 4.563 4.402
S2 4.338 4.338 4.533
S3 4.009 4.137 4.503
S4 3.680 3.808 4.412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.869 4.540 0.329 7.2% 0.147 3.2% 16% False True 82,651
10 5.000 4.540 0.460 10.0% 0.142 3.1% 12% False True 81,009
20 5.638 4.540 1.098 23.9% 0.168 3.7% 5% False True 74,029
40 5.930 4.540 1.390 30.3% 0.192 4.2% 4% False True 51,043
60 5.940 4.540 1.400 30.5% 0.204 4.5% 4% False True 40,161
80 5.940 4.540 1.400 30.5% 0.207 4.5% 4% False True 33,086
100 6.180 4.540 1.640 35.7% 0.204 4.4% 3% False True 28,075
120 6.180 4.540 1.640 35.7% 0.201 4.4% 3% False True 24,465
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 0.038
Narrowest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 4.992
2.618 4.851
1.618 4.765
1.000 4.712
0.618 4.679
HIGH 4.626
0.618 4.593
0.500 4.583
0.382 4.573
LOW 4.540
0.618 4.487
1.000 4.454
1.618 4.401
2.618 4.315
4.250 4.175
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 4.590 4.665
PP 4.586 4.641
S1 4.583 4.617

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

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