NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 4.955 4.931 -0.024 -0.5% 5.129
High 4.987 5.008 0.021 0.4% 5.129
Low 4.882 4.820 -0.062 -1.3% 4.882
Close 4.959 4.827 -0.132 -2.7% 4.959
Range 0.105 0.188 0.083 79.0% 0.247
ATR 0.170 0.171 0.001 0.8% 0.000
Volume 10,127 8,482 -1,645 -16.2% 47,459
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.449 5.326 4.930
R3 5.261 5.138 4.879
R2 5.073 5.073 4.861
R1 4.950 4.950 4.844 4.918
PP 4.885 4.885 4.885 4.869
S1 4.762 4.762 4.810 4.730
S2 4.697 4.697 4.793
S3 4.509 4.574 4.775
S4 4.321 4.386 4.724
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.731 5.592 5.095
R3 5.484 5.345 5.027
R2 5.237 5.237 5.004
R1 5.098 5.098 4.982 5.044
PP 4.990 4.990 4.990 4.963
S1 4.851 4.851 4.936 4.797
S2 4.743 4.743 4.914
S3 4.496 4.604 4.891
S4 4.249 4.357 4.823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.075 4.820 0.255 5.3% 0.131 2.7% 3% False True 9,050
10 5.635 4.820 0.815 16.9% 0.144 3.0% 1% False True 9,115
20 5.738 4.820 0.918 19.0% 0.160 3.3% 1% False True 9,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.807
2.618 5.500
1.618 5.312
1.000 5.196
0.618 5.124
HIGH 5.008
0.618 4.936
0.500 4.914
0.382 4.892
LOW 4.820
0.618 4.704
1.000 4.632
1.618 4.516
2.618 4.328
4.250 4.021
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 4.914 4.914
PP 4.885 4.885
S1 4.856 4.856

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

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