NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 4.415 4.354 -0.061 -1.4% 4.550
High 4.440 4.357 -0.083 -1.9% 4.690
Low 4.352 4.119 -0.233 -5.4% 4.443
Close 4.371 4.153 -0.218 -5.0% 4.466
Range 0.088 0.238 0.150 170.5% 0.247
ATR 0.147 0.155 0.007 5.1% 0.000
Volume 77,171 58,325 -18,846 -24.4% 177,646
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.924 4.776 4.284
R3 4.686 4.538 4.218
R2 4.448 4.448 4.197
R1 4.300 4.300 4.175 4.255
PP 4.210 4.210 4.210 4.187
S1 4.062 4.062 4.131 4.017
S2 3.972 3.972 4.109
S3 3.734 3.824 4.088
S4 3.496 3.586 4.022
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 4.534 4.119 0.415 10.0% 0.125 3.0% 8% False True 54,178
10 4.690 4.119 0.571 13.7% 0.128 3.1% 6% False True 43,136
20 5.222 4.119 1.103 26.6% 0.136 3.3% 3% False True 34,164
40 5.767 4.119 1.648 39.7% 0.163 3.9% 2% False True 29,518
60 5.956 4.119 1.837 44.2% 0.180 4.3% 2% False True 22,902
80 5.956 4.119 1.837 44.2% 0.192 4.6% 2% False True 18,615
100 6.003 4.119 1.884 45.4% 0.186 4.5% 2% False True 15,658
120 6.200 4.119 2.081 50.1% 0.181 4.4% 2% False True 13,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 5.369
2.618 4.980
1.618 4.742
1.000 4.595
0.618 4.504
HIGH 4.357
0.618 4.266
0.500 4.238
0.382 4.210
LOW 4.119
0.618 3.972
1.000 3.881
1.618 3.734
2.618 3.496
4.250 3.108
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 4.238 4.307
PP 4.210 4.255
S1 4.181 4.204

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

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