NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 4.550 4.575 0.025 0.5% 4.820
High 4.637 4.690 0.053 1.1% 4.931
Low 4.525 4.536 0.011 0.2% 4.612
Close 4.590 4.575 -0.015 -0.3% 4.659
Range 0.112 0.154 0.042 37.5% 0.319
ATR 0.167 0.166 -0.001 -0.6% 0.000
Volume 28,412 27,876 -536 -1.9% 135,063
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.062 4.973 4.660
R3 4.908 4.819 4.617
R2 4.754 4.754 4.603
R1 4.665 4.665 4.589 4.652
PP 4.600 4.600 4.600 4.594
S1 4.511 4.511 4.561 4.498
S2 4.446 4.446 4.547
S3 4.292 4.357 4.533
S4 4.138 4.203 4.490
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% 0.135 2.9% 15% False False 27,617
10 4.993 4.525 0.468 10.2% 0.136 3.0% 11% False False 25,793
20 5.572 4.525 1.047 22.9% 0.155 3.4% 5% False False 29,901
40 5.767 4.525 1.242 27.1% 0.177 3.9% 4% False False 23,354
60 5.956 4.525 1.431 31.3% 0.189 4.1% 3% False False 18,043
80 5.956 4.525 1.431 31.3% 0.193 4.2% 3% False False 14,610
100 6.200 4.525 1.675 36.6% 0.188 4.1% 3% False False 12,370
120 6.200 4.525 1.675 36.6% 0.183 4.0% 3% False False 10,650
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.345
2.618 5.093
1.618 4.939
1.000 4.844
0.618 4.785
HIGH 4.690
0.618 4.631
0.500 4.613
0.382 4.595
LOW 4.536
0.618 4.441
1.000 4.382
1.618 4.287
2.618 4.133
4.250 3.882
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 4.613 4.608
PP 4.600 4.597
S1 4.588 4.586

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

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