NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 5.386 5.367 -0.019 -0.4% 5.292
High 5.408 5.455 0.047 0.9% 5.597
Low 5.288 5.342 0.054 1.0% 5.253
Close 5.340 5.443 0.103 1.9% 5.535
Range 0.120 0.113 -0.007 -5.8% 0.344
ATR 0.207 0.200 -0.007 -3.2% 0.000
Volume 51,258 52,549 1,291 2.5% 93,737
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.752 5.711 5.505
R3 5.639 5.598 5.474
R2 5.526 5.526 5.464
R1 5.485 5.485 5.453 5.506
PP 5.413 5.413 5.413 5.424
S1 5.372 5.372 5.433 5.393
S2 5.300 5.300 5.422
S3 5.187 5.259 5.412
S4 5.074 5.146 5.381
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 5.288 0.395 7.3% 0.175 3.2% 39% False False 45,571
10 5.683 5.139 0.544 10.0% 0.180 3.3% 56% False False 31,352
20 5.767 5.110 0.657 12.1% 0.183 3.4% 51% False False 22,467
40 5.956 5.110 0.846 15.5% 0.197 3.6% 39% False False 15,327
60 5.956 4.656 1.300 23.9% 0.208 3.8% 61% False False 11,852
80 6.200 4.656 1.544 28.4% 0.194 3.6% 51% False False 9,797
100 6.200 4.656 1.544 28.4% 0.186 3.4% 51% False False 8,249
120 6.200 4.656 1.544 28.4% 0.180 3.3% 51% False False 7,062
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5.935
2.618 5.751
1.618 5.638
1.000 5.568
0.618 5.525
HIGH 5.455
0.618 5.412
0.500 5.399
0.382 5.385
LOW 5.342
0.618 5.272
1.000 5.229
1.618 5.159
2.618 5.046
4.250 4.862
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 5.428 5.427
PP 5.413 5.411
S1 5.399 5.395

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

View Archives - Comment on this page... - Back to Index of Symbols