NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 5.048 5.005 -0.043 -0.9% 5.489
High 5.066 5.006 -0.060 -1.2% 5.572
Low 4.924 4.870 -0.054 -1.1% 5.078
Close 4.977 4.875 -0.102 -2.0% 5.121
Range 0.142 0.136 -0.006 -4.2% 0.494
ATR 0.201 0.197 -0.005 -2.3% 0.000
Volume 26,951 25,479 -1,472 -5.5% 97,641
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.325 5.236 4.950
R3 5.189 5.100 4.912
R2 5.053 5.053 4.900
R1 4.964 4.964 4.887 4.941
PP 4.917 4.917 4.917 4.905
S1 4.828 4.828 4.863 4.805
S2 4.781 4.781 4.850
S3 4.645 4.692 4.838
S4 4.509 4.556 4.800
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 5.444 4.870 0.574 11.8% 0.157 3.2% 1% False True 25,009
10 5.572 4.870 0.702 14.4% 0.175 3.6% 1% False True 34,010
20 5.683 4.870 0.813 16.7% 0.188 3.9% 1% False True 26,886
40 5.956 4.870 1.086 22.3% 0.195 4.0% 0% False True 18,797
60 5.956 4.656 1.300 26.7% 0.209 4.3% 17% False False 14,644
80 5.956 4.656 1.300 26.7% 0.197 4.0% 17% False False 11,916
100 6.200 4.656 1.544 31.7% 0.190 3.9% 14% False False 10,016
120 6.200 4.656 1.544 31.7% 0.186 3.8% 14% False False 8,590
Crabel Price Patterns
NR True
NR4 True
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 0.039
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.584
2.618 5.362
1.618 5.226
1.000 5.142
0.618 5.090
HIGH 5.006
0.618 4.954
0.500 4.938
0.382 4.922
LOW 4.870
0.618 4.786
1.000 4.734
1.618 4.650
2.618 4.514
4.250 4.292
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 4.938 5.046
PP 4.917 4.989
S1 4.896 4.932

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

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