NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 5.202 5.048 -0.154 -3.0% 5.489
High 5.222 5.066 -0.156 -3.0% 5.572
Low 5.078 4.924 -0.154 -3.0% 5.078
Close 5.121 4.977 -0.144 -2.8% 5.121
Range 0.144 0.142 -0.002 -1.4% 0.494
ATR 0.202 0.201 0.000 -0.2% 0.000
Volume 27,881 26,951 -930 -3.3% 97,641
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.415 5.338 5.055
R3 5.273 5.196 5.016
R2 5.131 5.131 5.003
R1 5.054 5.054 4.990 5.022
PP 4.989 4.989 4.989 4.973
S1 4.912 4.912 4.964 4.880
S2 4.847 4.847 4.951
S3 4.705 4.770 4.938
S4 4.563 4.628 4.899
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 4.924 0.648 13.0% 0.173 3.5% 8% False True 24,918
10 5.683 4.924 0.759 15.3% 0.187 3.8% 7% False True 36,795
20 5.754 4.924 0.830 16.7% 0.189 3.8% 6% False True 26,523
40 5.956 4.924 1.032 20.7% 0.197 4.0% 5% False True 18,336
60 5.956 4.656 1.300 26.1% 0.210 4.2% 25% False False 14,260
80 5.956 4.656 1.300 26.1% 0.197 4.0% 25% False False 11,629
100 6.200 4.656 1.544 31.0% 0.191 3.8% 21% False False 9,772
120 6.200 4.656 1.544 31.0% 0.186 3.7% 21% False False 8,381
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 0.047
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.670
2.618 5.438
1.618 5.296
1.000 5.208
0.618 5.154
HIGH 5.066
0.618 5.012
0.500 4.995
0.382 4.978
LOW 4.924
0.618 4.836
1.000 4.782
1.618 4.694
2.618 4.552
4.250 4.321
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 4.995 5.184
PP 4.989 5.115
S1 4.983 5.046

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

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