NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 5.367 5.432 0.065 1.2% 5.601
High 5.455 5.568 0.113 2.1% 5.683
Low 5.342 5.250 -0.092 -1.7% 5.250
Close 5.443 5.495 0.052 1.0% 5.495
Range 0.113 0.318 0.205 181.4% 0.433
ATR 0.200 0.209 0.008 4.2% 0.000
Volume 52,549 38,826 -13,723 -26.1% 243,366
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.392 6.261 5.670
R3 6.074 5.943 5.582
R2 5.756 5.756 5.553
R1 5.625 5.625 5.524 5.691
PP 5.438 5.438 5.438 5.470
S1 5.307 5.307 5.466 5.373
S2 5.120 5.120 5.437
S3 4.802 4.989 5.408
S4 4.484 4.671 5.320
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.775 6.568 5.733
R3 6.342 6.135 5.614
R2 5.909 5.909 5.574
R1 5.702 5.702 5.535 5.589
PP 5.476 5.476 5.476 5.420
S1 5.269 5.269 5.455 5.156
S2 5.043 5.043 5.416
S3 4.610 4.836 5.376
S4 4.177 4.403 5.257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.683 5.250 0.433 7.9% 0.202 3.7% 57% False True 48,673
10 5.683 5.250 0.433 7.9% 0.195 3.6% 57% False True 33,710
20 5.767 5.110 0.657 12.0% 0.186 3.4% 59% False False 23,474
40 5.956 5.110 0.846 15.4% 0.202 3.7% 46% False False 16,179
60 5.956 4.656 1.300 23.7% 0.210 3.8% 65% False False 12,441
80 6.200 4.656 1.544 28.1% 0.196 3.6% 54% False False 10,263
100 6.200 4.656 1.544 28.1% 0.188 3.4% 54% False False 8,617
120 6.200 4.656 1.544 28.1% 0.182 3.3% 54% False False 7,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.055
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 6.920
2.618 6.401
1.618 6.083
1.000 5.886
0.618 5.765
HIGH 5.568
0.618 5.447
0.500 5.409
0.382 5.371
LOW 5.250
0.618 5.053
1.000 4.932
1.618 4.735
2.618 4.417
4.250 3.899
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 5.466 5.466
PP 5.438 5.438
S1 5.409 5.409

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

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