NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 4.460 4.415 -0.045 -1.0% 4.550
High 4.494 4.440 -0.054 -1.2% 4.690
Low 4.400 4.352 -0.048 -1.1% 4.443
Close 4.418 4.371 -0.047 -1.1% 4.466
Range 0.094 0.088 -0.006 -6.4% 0.247
ATR 0.152 0.147 -0.005 -3.0% 0.000
Volume 60,385 77,171 16,786 27.8% 177,646
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.652 4.599 4.419
R3 4.564 4.511 4.395
R2 4.476 4.476 4.387
R1 4.423 4.423 4.379 4.406
PP 4.388 4.388 4.388 4.379
S1 4.335 4.335 4.363 4.318
S2 4.300 4.300 4.355
S3 4.212 4.247 4.347
S4 4.124 4.159 4.323
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 4.655 4.352 0.303 6.9% 0.111 2.5% 6% False True 51,596
10 4.847 4.352 0.495 11.3% 0.127 2.9% 4% False True 39,420
20 5.444 4.352 1.092 25.0% 0.136 3.1% 2% False True 32,293
40 5.767 4.352 1.415 32.4% 0.160 3.7% 1% False True 28,412
60 5.956 4.352 1.604 36.7% 0.178 4.1% 1% False True 22,183
80 5.956 4.352 1.604 36.7% 0.191 4.4% 1% False True 17,943
100 6.120 4.352 1.768 40.4% 0.185 4.2% 1% False True 15,103
120 6.200 4.352 1.848 42.3% 0.181 4.1% 1% False True 12,957
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.814
2.618 4.670
1.618 4.582
1.000 4.528
0.618 4.494
HIGH 4.440
0.618 4.406
0.500 4.396
0.382 4.386
LOW 4.352
0.618 4.298
1.000 4.264
1.618 4.210
2.618 4.122
4.250 3.978
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 4.396 4.437
PP 4.388 4.415
S1 4.379 4.393

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

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