NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 4.950 4.856 -0.094 -1.9% 5.048
High 4.951 4.910 -0.041 -0.8% 5.066
Low 4.808 4.803 -0.005 -0.1% 4.803
Close 4.831 4.879 0.048 1.0% 4.879
Range 0.143 0.107 -0.036 -25.2% 0.263
ATR 0.189 0.183 -0.006 -3.1% 0.000
Volume 23,378 20,710 -2,668 -11.4% 119,012
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.185 5.139 4.938
R3 5.078 5.032 4.908
R2 4.971 4.971 4.899
R1 4.925 4.925 4.889 4.948
PP 4.864 4.864 4.864 4.876
S1 4.818 4.818 4.869 4.841
S2 4.757 4.757 4.859
S3 4.650 4.711 4.850
S4 4.543 4.604 4.820
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.705 5.555 5.024
R3 5.442 5.292 4.951
R2 5.179 5.179 4.927
R1 5.029 5.029 4.903 4.973
PP 4.916 4.916 4.916 4.888
S1 4.766 4.766 4.855 4.710
S2 4.653 4.653 4.831
S3 4.390 4.503 4.807
S4 4.127 4.240 4.734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.066 4.803 0.263 5.4% 0.132 2.7% 29% False True 23,802
10 5.572 4.803 0.769 15.8% 0.170 3.5% 10% False True 25,547
20 5.683 4.803 0.880 18.0% 0.175 3.6% 9% False True 28,450
40 5.956 4.803 1.153 23.6% 0.191 3.9% 7% False True 19,984
60 5.956 4.656 1.300 26.6% 0.199 4.1% 17% False False 15,550
80 5.956 4.656 1.300 26.6% 0.194 4.0% 17% False False 12,597
100 6.200 4.656 1.544 31.6% 0.189 3.9% 14% False False 10,599
120 6.200 4.656 1.544 31.6% 0.186 3.8% 14% False False 9,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 5.365
2.618 5.190
1.618 5.083
1.000 5.017
0.618 4.976
HIGH 4.910
0.618 4.869
0.500 4.857
0.382 4.844
LOW 4.803
0.618 4.737
1.000 4.696
1.618 4.630
2.618 4.523
4.250 4.348
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 4.872 4.898
PP 4.864 4.892
S1 4.857 4.885

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

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