NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 4.647 4.550 -0.097 -2.1% 4.820
High 4.690 4.637 -0.053 -1.1% 4.931
Low 4.612 4.525 -0.087 -1.9% 4.612
Close 4.659 4.590 -0.069 -1.5% 4.659
Range 0.078 0.112 0.034 43.6% 0.319
ATR 0.169 0.167 -0.003 -1.5% 0.000
Volume 30,041 28,412 -1,629 -5.4% 135,063
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.920 4.867 4.652
R3 4.808 4.755 4.621
R2 4.696 4.696 4.611
R1 4.643 4.643 4.600 4.670
PP 4.584 4.584 4.584 4.597
S1 4.531 4.531 4.580 4.558
S2 4.472 4.472 4.569
S3 4.360 4.419 4.559
S4 4.248 4.307 4.528
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 4.854 4.525 0.329 7.2% 0.123 2.7% 20% False True 27,913
10 5.006 4.525 0.481 10.5% 0.134 2.9% 14% False True 25,553
20 5.683 4.525 1.158 25.2% 0.161 3.5% 6% False True 31,174
40 5.785 4.525 1.260 27.5% 0.178 3.9% 5% False True 22,982
60 5.956 4.525 1.431 31.2% 0.191 4.2% 5% False True 17,705
80 5.956 4.525 1.431 31.2% 0.193 4.2% 5% False True 14,331
100 6.200 4.525 1.675 36.5% 0.188 4.1% 4% False True 12,103
120 6.200 4.525 1.675 36.5% 0.183 4.0% 4% False True 10,433
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.113
2.618 4.930
1.618 4.818
1.000 4.749
0.618 4.706
HIGH 4.637
0.618 4.594
0.500 4.581
0.382 4.568
LOW 4.525
0.618 4.456
1.000 4.413
1.618 4.344
2.618 4.232
4.250 4.049
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 4.587 4.686
PP 4.584 4.654
S1 4.581 4.622

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

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