NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 4.881 4.880 -0.001 0.0% 5.129
High 4.920 4.910 -0.010 -0.2% 5.129
Low 4.826 4.695 -0.131 -2.7% 4.882
Close 4.892 4.717 -0.175 -3.6% 4.959
Range 0.094 0.215 0.121 128.7% 0.247
ATR 0.160 0.164 0.004 2.5% 0.000
Volume 13,424 11,753 -1,671 -12.4% 47,459
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.419 5.283 4.835
R3 5.204 5.068 4.776
R2 4.989 4.989 4.756
R1 4.853 4.853 4.737 4.814
PP 4.774 4.774 4.774 4.754
S1 4.638 4.638 4.697 4.599
S2 4.559 4.559 4.678
S3 4.344 4.423 4.658
S4 4.129 4.208 4.599
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 5.008 4.695 0.313 6.6% 0.137 2.9% 7% False True 10,927
10 5.292 4.695 0.597 12.7% 0.132 2.8% 4% False True 10,133
20 5.738 4.695 1.043 22.1% 0.156 3.3% 2% False True 10,040
40 6.010 4.695 1.315 27.9% 0.175 3.7% 2% False True 7,616
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 0.029
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.824
2.618 5.473
1.618 5.258
1.000 5.125
0.618 5.043
HIGH 4.910
0.618 4.828
0.500 4.803
0.382 4.777
LOW 4.695
0.618 4.562
1.000 4.480
1.618 4.347
2.618 4.132
4.250 3.781
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 4.803 4.808
PP 4.774 4.777
S1 4.746 4.747

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

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