NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 4.443 4.460 0.017 0.4% 4.550
High 4.521 4.494 -0.027 -0.6% 4.690
Low 4.407 4.400 -0.007 -0.2% 4.443
Close 4.467 4.418 -0.049 -1.1% 4.466
Range 0.114 0.094 -0.020 -17.5% 0.247
ATR 0.156 0.152 -0.004 -2.8% 0.000
Volume 27,798 60,385 32,587 117.2% 177,646
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.719 4.663 4.470
R3 4.625 4.569 4.444
R2 4.531 4.531 4.435
R1 4.475 4.475 4.427 4.456
PP 4.437 4.437 4.437 4.428
S1 4.381 4.381 4.409 4.362
S2 4.343 4.343 4.401
S3 4.249 4.287 4.392
S4 4.155 4.193 4.366
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 4.657 4.400 0.257 5.8% 0.122 2.8% 7% False True 41,908
10 4.854 4.400 0.454 10.3% 0.129 2.9% 4% False True 34,763
20 5.444 4.400 1.044 23.6% 0.138 3.1% 2% False True 29,625
40 5.767 4.400 1.367 30.9% 0.162 3.7% 1% False True 26,779
60 5.956 4.400 1.556 35.2% 0.182 4.1% 1% False True 20,993
80 5.956 4.400 1.556 35.2% 0.192 4.4% 1% False True 17,014
100 6.200 4.400 1.800 40.7% 0.186 4.2% 1% False True 14,364
120 6.200 4.400 1.800 40.7% 0.181 4.1% 1% False True 12,321
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.894
2.618 4.740
1.618 4.646
1.000 4.588
0.618 4.552
HIGH 4.494
0.618 4.458
0.500 4.447
0.382 4.436
LOW 4.400
0.618 4.342
1.000 4.306
1.618 4.248
2.618 4.154
4.250 4.001
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 4.447 4.467
PP 4.437 4.451
S1 4.428 4.434

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

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