NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 4.503 4.443 -0.060 -1.3% 4.550
High 4.534 4.521 -0.013 -0.3% 4.690
Low 4.443 4.407 -0.036 -0.8% 4.443
Close 4.466 4.467 0.001 0.0% 4.466
Range 0.091 0.114 0.023 25.3% 0.247
ATR 0.159 0.156 -0.003 -2.0% 0.000
Volume 47,211 27,798 -19,413 -41.1% 177,646
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.807 4.751 4.530
R3 4.693 4.637 4.498
R2 4.579 4.579 4.488
R1 4.523 4.523 4.477 4.551
PP 4.465 4.465 4.465 4.479
S1 4.409 4.409 4.457 4.437
S2 4.351 4.351 4.446
S3 4.237 4.295 4.436
S4 4.123 4.181 4.404
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.274 5.117 4.602
R3 5.027 4.870 4.534
R2 4.780 4.780 4.511
R1 4.623 4.623 4.489 4.578
PP 4.533 4.533 4.533 4.511
S1 4.376 4.376 4.443 4.331
S2 4.286 4.286 4.421
S3 4.039 4.129 4.398
S4 3.792 3.882 4.330
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.690 4.407 0.283 6.3% 0.134 3.0% 21% False True 35,406
10 4.854 4.407 0.447 10.0% 0.129 2.9% 13% False True 31,659
20 5.572 4.407 1.165 26.1% 0.144 3.2% 5% False True 27,858
40 5.767 4.407 1.360 30.4% 0.165 3.7% 4% False True 25,666
60 5.956 4.407 1.549 34.7% 0.183 4.1% 4% False True 20,072
80 5.956 4.407 1.549 34.7% 0.193 4.3% 4% False True 16,295
100 6.200 4.407 1.793 40.1% 0.186 4.2% 3% False True 13,782
120 6.200 4.407 1.793 40.1% 0.181 4.1% 3% False True 11,824
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.006
2.618 4.819
1.618 4.705
1.000 4.635
0.618 4.591
HIGH 4.521
0.618 4.477
0.500 4.464
0.382 4.451
LOW 4.407
0.618 4.337
1.000 4.293
1.618 4.223
2.618 4.109
4.250 3.923
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 4.466 4.531
PP 4.465 4.510
S1 4.464 4.488

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

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