NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 4.575 4.575 0.000 0.0% 4.820
High 4.690 4.657 -0.033 -0.7% 4.931
Low 4.536 4.512 -0.024 -0.5% 4.612
Close 4.575 4.624 0.049 1.1% 4.659
Range 0.154 0.145 -0.009 -5.8% 0.319
ATR 0.166 0.164 -0.001 -0.9% 0.000
Volume 27,876 28,728 852 3.1% 135,063
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.033 4.973 4.704
R3 4.888 4.828 4.664
R2 4.743 4.743 4.651
R1 4.683 4.683 4.637 4.713
PP 4.598 4.598 4.598 4.613
S1 4.538 4.538 4.611 4.568
S2 4.453 4.453 4.597
S3 4.308 4.393 4.584
S4 4.163 4.248 4.544
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 4.847 4.512 0.335 7.2% 0.143 3.1% 33% False True 27,244
10 4.951 4.512 0.439 9.5% 0.137 3.0% 26% False True 26,416
20 5.572 4.512 1.060 22.9% 0.153 3.3% 11% False True 28,968
40 5.767 4.512 1.255 27.1% 0.175 3.8% 9% False True 23,755
60 5.956 4.512 1.444 31.2% 0.185 4.0% 8% False True 18,420
80 5.956 4.512 1.444 31.2% 0.194 4.2% 8% False True 14,928
100 6.200 4.512 1.688 36.5% 0.188 4.1% 7% False True 12,640
120 6.200 4.512 1.688 36.5% 0.182 3.9% 7% False True 10,877
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.273
2.618 5.037
1.618 4.892
1.000 4.802
0.618 4.747
HIGH 4.657
0.618 4.602
0.500 4.585
0.382 4.567
LOW 4.512
0.618 4.422
1.000 4.367
1.618 4.277
2.618 4.132
4.250 3.896
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 4.611 4.616
PP 4.598 4.609
S1 4.585 4.601

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

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