NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 5.466 5.386 -0.080 -1.5% 5.292
High 5.501 5.408 -0.093 -1.7% 5.597
Low 5.301 5.288 -0.013 -0.2% 5.253
Close 5.328 5.340 0.012 0.2% 5.535
Range 0.200 0.120 -0.080 -40.0% 0.344
ATR 0.214 0.207 -0.007 -3.1% 0.000
Volume 47,398 51,258 3,860 8.1% 93,737
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.705 5.643 5.406
R3 5.585 5.523 5.373
R2 5.465 5.465 5.362
R1 5.403 5.403 5.351 5.374
PP 5.345 5.345 5.345 5.331
S1 5.283 5.283 5.329 5.254
S2 5.225 5.225 5.318
S3 5.105 5.163 5.307
S4 4.985 5.043 5.274
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.494 6.358 5.724
R3 6.150 6.014 5.630
R2 5.806 5.806 5.598
R1 5.670 5.670 5.567 5.738
PP 5.462 5.462 5.462 5.496
S1 5.326 5.326 5.503 5.394
S2 5.118 5.118 5.472
S3 4.774 4.982 5.440
S4 4.430 4.638 5.346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.683 5.253 0.430 8.1% 0.202 3.8% 20% False False 39,563
10 5.683 5.110 0.573 10.7% 0.186 3.5% 40% False False 27,422
20 5.767 5.110 0.657 12.3% 0.193 3.6% 35% False False 20,498
40 5.956 5.110 0.846 15.8% 0.199 3.7% 27% False False 14,141
60 5.956 4.656 1.300 24.3% 0.208 3.9% 53% False False 11,051
80 6.200 4.656 1.544 28.9% 0.196 3.7% 44% False False 9,169
100 6.200 4.656 1.544 28.9% 0.187 3.5% 44% False False 7,752
120 6.200 4.656 1.544 28.9% 0.180 3.4% 44% False False 6,626
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 0.049
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.918
2.618 5.722
1.618 5.602
1.000 5.528
0.618 5.482
HIGH 5.408
0.618 5.362
0.500 5.348
0.382 5.334
LOW 5.288
0.618 5.214
1.000 5.168
1.618 5.094
2.618 4.974
4.250 4.778
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 5.348 5.486
PP 5.345 5.437
S1 5.343 5.389

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

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