NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 4.927 4.950 0.023 0.5% 5.489
High 4.993 4.951 -0.042 -0.8% 5.572
Low 4.859 4.808 -0.051 -1.0% 5.078
Close 4.927 4.831 -0.096 -1.9% 5.121
Range 0.134 0.143 0.009 6.7% 0.494
ATR 0.192 0.189 -0.004 -1.8% 0.000
Volume 22,494 23,378 884 3.9% 97,641
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.292 5.205 4.910
R3 5.149 5.062 4.870
R2 5.006 5.006 4.857
R1 4.919 4.919 4.844 4.891
PP 4.863 4.863 4.863 4.850
S1 4.776 4.776 4.818 4.748
S2 4.720 4.720 4.805
S3 4.577 4.633 4.792
S4 4.434 4.490 4.752
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 5.222 4.808 0.414 8.6% 0.140 2.9% 6% False True 25,236
10 5.572 4.808 0.764 15.8% 0.171 3.5% 3% False True 28,731
20 5.683 4.808 0.875 18.1% 0.179 3.7% 3% False True 28,077
40 5.956 4.808 1.148 23.8% 0.193 4.0% 2% False True 19,657
60 5.956 4.656 1.300 26.9% 0.201 4.2% 13% False False 15,256
80 5.956 4.656 1.300 26.9% 0.196 4.1% 13% False False 12,395
100 6.200 4.656 1.544 32.0% 0.190 3.9% 11% False False 10,410
120 6.200 4.656 1.544 32.0% 0.187 3.9% 11% False False 8,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.559
2.618 5.325
1.618 5.182
1.000 5.094
0.618 5.039
HIGH 4.951
0.618 4.896
0.500 4.880
0.382 4.863
LOW 4.808
0.618 4.720
1.000 4.665
1.618 4.577
2.618 4.434
4.250 4.200
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 4.880 4.907
PP 4.863 4.882
S1 4.847 4.856

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

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