NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 5.410 5.425 0.015 0.3% 5.601
High 5.436 5.444 0.008 0.1% 5.683
Low 5.320 5.196 -0.124 -2.3% 5.250
Close 5.416 5.226 -0.190 -3.5% 5.495
Range 0.116 0.248 0.132 113.8% 0.433
ATR 0.203 0.206 0.003 1.6% 0.000
Volume 23,822 20,912 -2,910 -12.2% 243,366
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.033 5.877 5.362
R3 5.785 5.629 5.294
R2 5.537 5.537 5.271
R1 5.381 5.381 5.249 5.335
PP 5.289 5.289 5.289 5.266
S1 5.133 5.133 5.203 5.087
S2 5.041 5.041 5.181
S3 4.793 4.885 5.158
S4 4.545 4.637 5.090
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 5.572 5.196 0.376 7.2% 0.202 3.9% 8% False True 32,227
10 5.683 5.196 0.487 9.3% 0.202 3.9% 6% False True 35,895
20 5.767 5.110 0.657 12.6% 0.190 3.6% 18% False False 24,873
40 5.956 5.110 0.846 16.2% 0.202 3.9% 14% False False 17,271
60 5.956 4.656 1.300 24.9% 0.210 4.0% 44% False False 13,433
80 6.003 4.656 1.347 25.8% 0.198 3.8% 42% False False 11,031
100 6.200 4.656 1.544 29.5% 0.191 3.6% 37% False False 9,277
120 6.200 4.656 1.544 29.5% 0.185 3.5% 37% False False 7,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.498
2.618 6.093
1.618 5.845
1.000 5.692
0.618 5.597
HIGH 5.444
0.618 5.349
0.500 5.320
0.382 5.291
LOW 5.196
0.618 5.043
1.000 4.948
1.618 4.795
2.618 4.547
4.250 4.142
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 5.320 5.384
PP 5.289 5.331
S1 5.257 5.279

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

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