NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 4.575 4.645 0.070 1.5% 4.820
High 4.657 4.655 -0.002 0.0% 4.931
Low 4.512 4.487 -0.025 -0.6% 4.612
Close 4.624 4.506 -0.118 -2.6% 4.659
Range 0.145 0.168 0.023 15.9% 0.319
ATR 0.164 0.165 0.000 0.2% 0.000
Volume 28,728 45,419 16,691 58.1% 135,063
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.053 4.948 4.598
R3 4.885 4.780 4.552
R2 4.717 4.717 4.537
R1 4.612 4.612 4.521 4.581
PP 4.549 4.549 4.549 4.534
S1 4.444 4.444 4.491 4.413
S2 4.381 4.381 4.475
S3 4.213 4.276 4.460
S4 4.045 4.108 4.414
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 4.690 4.487 0.203 4.5% 0.131 2.9% 9% False True 32,095
10 4.931 4.487 0.444 9.9% 0.139 3.1% 4% False True 28,620
20 5.572 4.487 1.085 24.1% 0.155 3.4% 2% False True 28,676
40 5.767 4.487 1.280 28.4% 0.174 3.9% 1% False True 24,587
60 5.956 4.487 1.469 32.6% 0.184 4.1% 1% False True 18,986
80 5.956 4.487 1.469 32.6% 0.195 4.3% 1% False True 15,457
100 6.200 4.487 1.713 38.0% 0.188 4.2% 1% False True 13,070
120 6.200 4.487 1.713 38.0% 0.182 4.0% 1% False True 11,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.369
2.618 5.095
1.618 4.927
1.000 4.823
0.618 4.759
HIGH 4.655
0.618 4.591
0.500 4.571
0.382 4.551
LOW 4.487
0.618 4.383
1.000 4.319
1.618 4.215
2.618 4.047
4.250 3.773
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 4.571 4.589
PP 4.549 4.561
S1 4.528 4.534

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

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