NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 4.821 4.647 -0.174 -3.6% 4.820
High 4.847 4.690 -0.157 -3.2% 4.931
Low 4.623 4.612 -0.011 -0.2% 4.612
Close 4.643 4.659 0.016 0.3% 4.659
Range 0.224 0.078 -0.146 -65.2% 0.319
ATR 0.176 0.169 -0.007 -4.0% 0.000
Volume 21,166 30,041 8,875 41.9% 135,063
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.888 4.851 4.702
R3 4.810 4.773 4.680
R2 4.732 4.732 4.673
R1 4.695 4.695 4.666 4.714
PP 4.654 4.654 4.654 4.663
S1 4.617 4.617 4.652 4.636
S2 4.576 4.576 4.645
S3 4.498 4.539 4.638
S4 4.420 4.461 4.616
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.691 5.494 4.834
R3 5.372 5.175 4.747
R2 5.053 5.053 4.717
R1 4.856 4.856 4.688 4.795
PP 4.734 4.734 4.734 4.704
S1 4.537 4.537 4.630 4.476
S2 4.415 4.415 4.601
S3 4.096 4.218 4.571
S4 3.777 3.899 4.484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.931 4.612 0.319 6.8% 0.141 3.0% 15% False True 27,012
10 5.066 4.612 0.454 9.7% 0.137 2.9% 10% False True 25,407
20 5.683 4.612 1.071 23.0% 0.164 3.5% 4% False True 30,920
40 5.956 4.612 1.344 28.8% 0.182 3.9% 3% False True 22,615
60 5.956 4.612 1.344 28.8% 0.191 4.1% 3% False True 17,357
80 5.956 4.612 1.344 28.8% 0.194 4.2% 3% False True 14,027
100 6.200 4.612 1.588 34.1% 0.188 4.0% 3% False True 11,833
120 6.200 4.612 1.588 34.1% 0.184 4.0% 3% False True 10,202
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 0.038
Narrowest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 5.022
2.618 4.894
1.618 4.816
1.000 4.768
0.618 4.738
HIGH 4.690
0.618 4.660
0.500 4.651
0.382 4.642
LOW 4.612
0.618 4.564
1.000 4.534
1.618 4.486
2.618 4.408
4.250 4.281
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 4.656 4.733
PP 4.654 4.708
S1 4.651 4.684

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

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