NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 4.192 4.198 0.006 0.1% 4.443
High 4.217 4.198 -0.019 -0.5% 4.521
Low 4.115 4.110 -0.005 -0.1% 4.114
Close 4.190 4.154 -0.036 -0.9% 4.228
Range 0.102 0.088 -0.014 -13.7% 0.407
ATR 0.148 0.143 -0.004 -2.9% 0.000
Volume 49,260 46,531 -2,729 -5.5% 314,514
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.418 4.374 4.202
R3 4.330 4.286 4.178
R2 4.242 4.242 4.170
R1 4.198 4.198 4.162 4.176
PP 4.154 4.154 4.154 4.143
S1 4.110 4.110 4.146 4.088
S2 4.066 4.066 4.138
S3 3.978 4.022 4.130
S4 3.890 3.934 4.106
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.509 5.275 4.452
R3 5.102 4.868 4.340
R2 4.695 4.695 4.303
R1 4.461 4.461 4.265 4.375
PP 4.288 4.288 4.288 4.244
S1 4.054 4.054 4.191 3.968
S2 3.881 3.881 4.153
S3 3.474 3.647 4.116
S4 3.067 3.240 4.004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.357 4.093 0.264 6.4% 0.137 3.3% 23% False False 57,660
10 4.655 4.093 0.562 13.5% 0.124 3.0% 11% False False 54,628
20 4.951 4.093 0.858 20.7% 0.130 3.1% 7% False False 40,522
40 5.683 4.093 1.590 38.3% 0.157 3.8% 4% False False 34,008
60 5.956 4.093 1.863 44.8% 0.172 4.1% 3% False False 26,326
80 5.956 4.093 1.863 44.8% 0.187 4.5% 3% False False 21,335
100 5.956 4.093 1.863 44.8% 0.183 4.4% 3% False False 17,834
120 6.200 4.093 2.107 50.7% 0.180 4.3% 3% False False 15,262
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.572
2.618 4.428
1.618 4.340
1.000 4.286
0.618 4.252
HIGH 4.198
0.618 4.164
0.500 4.154
0.382 4.144
LOW 4.110
0.618 4.056
1.000 4.022
1.618 3.968
2.618 3.880
4.250 3.736
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 4.154 4.162
PP 4.154 4.159
S1 4.154 4.157

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

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