NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 4.820 4.783 -0.037 -0.8% 5.048
High 4.931 4.823 -0.108 -2.2% 5.066
Low 4.730 4.725 -0.005 -0.1% 4.803
Close 4.746 4.775 0.029 0.6% 4.879
Range 0.201 0.098 -0.103 -51.2% 0.263
ATR 0.184 0.178 -0.006 -3.3% 0.000
Volume 23,908 29,354 5,446 22.8% 119,012
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.068 5.020 4.829
R3 4.970 4.922 4.802
R2 4.872 4.872 4.793
R1 4.824 4.824 4.784 4.799
PP 4.774 4.774 4.774 4.762
S1 4.726 4.726 4.766 4.701
S2 4.676 4.676 4.757
S3 4.578 4.628 4.748
S4 4.480 4.530 4.721
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 4.993 4.725 0.268 5.6% 0.137 2.9% 19% False True 23,968
10 5.444 4.725 0.719 15.1% 0.147 3.1% 7% False True 24,488
20 5.683 4.725 0.958 20.1% 0.172 3.6% 5% False True 29,619
40 5.956 4.725 1.231 25.8% 0.186 3.9% 4% False True 21,087
60 5.956 4.656 1.300 27.2% 0.196 4.1% 9% False False 16,271
80 5.956 4.656 1.300 27.2% 0.194 4.1% 9% False False 13,133
100 6.200 4.656 1.544 32.3% 0.188 3.9% 8% False False 11,085
120 6.200 4.656 1.544 32.3% 0.187 3.9% 8% False False 9,545
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 5.240
2.618 5.080
1.618 4.982
1.000 4.921
0.618 4.884
HIGH 4.823
0.618 4.786
0.500 4.774
0.382 4.762
LOW 4.725
0.618 4.664
1.000 4.627
1.618 4.566
2.618 4.468
4.250 4.309
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 4.775 4.828
PP 4.774 4.810
S1 4.774 4.793

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

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