NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 4.783 4.803 0.020 0.4% 5.048
High 4.823 4.854 0.031 0.6% 5.066
Low 4.725 4.749 0.024 0.5% 4.803
Close 4.775 4.821 0.046 1.0% 4.879
Range 0.098 0.105 0.007 7.1% 0.263
ATR 0.178 0.173 -0.005 -2.9% 0.000
Volume 29,354 30,594 1,240 4.2% 119,012
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.123 5.077 4.879
R3 5.018 4.972 4.850
R2 4.913 4.913 4.840
R1 4.867 4.867 4.831 4.890
PP 4.808 4.808 4.808 4.820
S1 4.762 4.762 4.811 4.785
S2 4.703 4.703 4.802
S3 4.598 4.657 4.792
S4 4.493 4.552 4.763
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 4.951 4.725 0.226 4.7% 0.131 2.7% 42% False False 25,588
10 5.444 4.725 0.719 14.9% 0.146 3.0% 13% False False 25,166
20 5.683 4.725 0.958 19.9% 0.170 3.5% 10% False False 30,384
40 5.956 4.725 1.231 25.5% 0.186 3.9% 8% False False 21,704
60 5.956 4.682 1.274 26.4% 0.195 4.0% 11% False False 16,679
80 5.956 4.656 1.300 27.0% 0.193 4.0% 13% False False 13,471
100 6.200 4.656 1.544 32.0% 0.188 3.9% 11% False False 11,363
120 6.200 4.656 1.544 32.0% 0.187 3.9% 11% False False 9,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.300
2.618 5.129
1.618 5.024
1.000 4.959
0.618 4.919
HIGH 4.854
0.618 4.814
0.500 4.802
0.382 4.789
LOW 4.749
0.618 4.684
1.000 4.644
1.618 4.579
2.618 4.474
4.250 4.303
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 4.815 4.828
PP 4.808 4.826
S1 4.802 4.823

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

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