NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 5.425 5.202 -0.223 -4.1% 5.489
High 5.444 5.222 -0.222 -4.1% 5.572
Low 5.196 5.078 -0.118 -2.3% 5.078
Close 5.226 5.121 -0.105 -2.0% 5.121
Range 0.248 0.144 -0.104 -41.9% 0.494
ATR 0.206 0.202 -0.004 -2.0% 0.000
Volume 20,912 27,881 6,969 33.3% 97,641
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.572 5.491 5.200
R3 5.428 5.347 5.161
R2 5.284 5.284 5.147
R1 5.203 5.203 5.134 5.172
PP 5.140 5.140 5.140 5.125
S1 5.059 5.059 5.108 5.028
S2 4.996 4.996 5.095
S3 4.852 4.915 5.081
S4 4.708 4.771 5.042
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.739 6.424 5.393
R3 6.245 5.930 5.257
R2 5.751 5.751 5.212
R1 5.436 5.436 5.166 5.347
PP 5.257 5.257 5.257 5.212
S1 4.942 4.942 5.076 4.853
S2 4.763 4.763 5.030
S3 4.269 4.448 4.985
S4 3.775 3.954 4.849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.572 5.078 0.494 9.6% 0.208 4.1% 9% False True 27,293
10 5.683 5.078 0.605 11.8% 0.192 3.7% 7% False True 36,432
20 5.767 5.078 0.689 13.5% 0.187 3.7% 6% False True 25,841
40 5.956 5.078 0.878 17.1% 0.198 3.9% 5% False True 17,806
60 5.956 4.656 1.300 25.4% 0.210 4.1% 36% False False 13,854
80 5.956 4.656 1.300 25.4% 0.198 3.9% 36% False False 11,336
100 6.200 4.656 1.544 30.2% 0.191 3.7% 30% False False 9,530
120 6.200 4.656 1.544 30.2% 0.185 3.6% 30% False False 8,181
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.834
2.618 5.599
1.618 5.455
1.000 5.366
0.618 5.311
HIGH 5.222
0.618 5.167
0.500 5.150
0.382 5.133
LOW 5.078
0.618 4.989
1.000 4.934
1.618 4.845
2.618 4.701
4.250 4.466
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 5.150 5.261
PP 5.140 5.214
S1 5.131 5.168

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

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