NYMEX Natural Gas Future June 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	4.880	4.714	-0.166	-3.4%	4.931
High	4.910	4.757	-0.153	-3.1%	5.008
Low	4.695	4.690	-0.005	-0.1%	4.690
Close	4.717	4.729	0.012	0.3%	4.729
Range	0.215	0.067	-0.148	-68.8%	0.318
ATR	0.164	0.157	-0.007	-4.2%	0.000
Volume	11,753	15,697	3,944	33.6%	60,206

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.926	4.895	4.766
R3	4.859	4.828	4.747
R2	4.792	4.792	4.741
R1	4.761	4.761	4.735	4.777
PP	4.725	4.725	4.725	4.733
S1	4.694	4.694	4.723	4.710
S2	4.658	4.658	4.717
S3	4.591	4.627	4.711
S4	4.524	4.560	4.692

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.763	5.564	4.904
R3	5.445	5.246	4.816
R2	5.127	5.127	4.787
R1	4.928	4.928	4.758	4.869
PP	4.809	4.809	4.809	4.779
S1	4.610	4.610	4.700	4.551
S2	4.491	4.491	4.671
S3	4.173	4.292	4.642
S4	3.855	3.974	4.554

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.008	4.690	0.318	6.7%	0.130	2.7%	12%	False	True	12,041
10	5.129	4.690	0.439	9.3%	0.124	2.6%	9%	False	True	10,766
20	5.738	4.690	1.048	22.2%	0.149	3.2%	4%	False	True	10,339
40	6.010	4.690	1.320	27.9%	0.170	3.6%	3%	False	True	7,920

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	0.029
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	5.042
2.618	4.932
1.618	4.865
1.000	4.824
0.618	4.798
HIGH	4.757
0.618	4.731
0.500	4.724
0.382	4.716
LOW	4.690
0.618	4.649
1.000	4.623
1.618	4.582
2.618	4.515
4.250	4.405

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	4.727	4.805
PP	4.725	4.780
S1	4.724	4.754

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols