NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 4.493 4.497 0.004 0.1% 4.679
High 4.562 4.511 -0.051 -1.1% 4.727
Low 4.476 4.425 -0.051 -1.1% 4.518
Close 4.493 4.443 -0.050 -1.1% 4.538
Range 0.086 0.086 0.000 0.0% 0.209
ATR 0.141 0.137 -0.004 -2.8% 0.000
Volume 11,436 16,690 5,254 45.9% 88,791
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.718 4.666 4.490
R3 4.632 4.580 4.467
R2 4.546 4.546 4.459
R1 4.494 4.494 4.451 4.477
PP 4.460 4.460 4.460 4.451
S1 4.408 4.408 4.435 4.391
S2 4.374 4.374 4.427
S3 4.288 4.322 4.419
S4 4.202 4.236 4.396
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.221 5.089 4.653
R3 5.012 4.880 4.595
R2 4.803 4.803 4.576
R1 4.671 4.671 4.557 4.633
PP 4.594 4.594 4.594 4.575
S1 4.462 4.462 4.519 4.424
S2 4.385 4.385 4.500
S3 4.176 4.253 4.481
S4 3.967 4.044 4.423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.725 4.425 0.300 6.8% 0.106 2.4% 6% False True 16,616
10 4.910 4.425 0.485 10.9% 0.118 2.6% 4% False True 15,633
20 5.477 4.425 1.052 23.7% 0.124 2.8% 2% False True 12,647
40 5.822 4.425 1.397 31.4% 0.148 3.3% 1% False True 10,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.027
Fibonacci Retracements and Extensions
4.250 4.877
2.618 4.736
1.618 4.650
1.000 4.597
0.618 4.564
HIGH 4.511
0.618 4.478
0.500 4.468
0.382 4.458
LOW 4.425
0.618 4.372
1.000 4.339
1.618 4.286
2.618 4.200
4.250 4.060
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 4.468 4.509
PP 4.460 4.487
S1 4.451 4.465

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

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