NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 4.856 4.820 -0.036 -0.7% 5.048
High 4.910 4.931 0.021 0.4% 5.066
Low 4.803 4.730 -0.073 -1.5% 4.803
Close 4.879 4.746 -0.133 -2.7% 4.879
Range 0.107 0.201 0.094 87.9% 0.263
ATR 0.183 0.184 0.001 0.7% 0.000
Volume 20,710 23,908 3,198 15.4% 119,012
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.405 5.277 4.857
R3 5.204 5.076 4.801
R2 5.003 5.003 4.783
R1 4.875 4.875 4.764 4.839
PP 4.802 4.802 4.802 4.784
S1 4.674 4.674 4.728 4.638
S2 4.601 4.601 4.709
S3 4.400 4.473 4.691
S4 4.199 4.272 4.635
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 5.006 4.730 0.276 5.8% 0.144 3.0% 6% False True 23,193
10 5.572 4.730 0.842 17.7% 0.159 3.3% 2% False True 24,056
20 5.683 4.730 0.953 20.1% 0.177 3.7% 2% False True 28,883
40 5.956 4.730 1.226 25.8% 0.192 4.0% 1% False True 20,493
60 5.956 4.656 1.300 27.4% 0.199 4.2% 7% False False 15,875
80 5.956 4.656 1.300 27.4% 0.195 4.1% 7% False False 12,851
100 6.200 4.656 1.544 32.5% 0.189 4.0% 6% False False 10,819
120 6.200 4.656 1.544 32.5% 0.187 3.9% 6% False False 9,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.785
2.618 5.457
1.618 5.256
1.000 5.132
0.618 5.055
HIGH 4.931
0.618 4.854
0.500 4.831
0.382 4.807
LOW 4.730
0.618 4.606
1.000 4.529
1.618 4.405
2.618 4.204
4.250 3.876
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 4.831 4.841
PP 4.802 4.809
S1 4.774 4.778

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

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