NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 5.127 5.155 0.028 0.5% 5.512
High 5.216 5.155 -0.061 -1.2% 5.703
Low 5.075 5.028 -0.047 -0.9% 5.226
Close 5.127 5.032 -0.095 -1.9% 5.262
Range 0.141 0.127 -0.014 -9.9% 0.477
ATR 0.179 0.175 -0.004 -2.1% 0.000
Volume 6,929 6,502 -427 -6.2% 26,093
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.453 5.369 5.102
R3 5.326 5.242 5.067
R2 5.199 5.199 5.055
R1 5.115 5.115 5.044 5.094
PP 5.072 5.072 5.072 5.061
S1 4.988 4.988 5.020 4.967
S2 4.945 4.945 5.009
S3 4.818 4.861 4.997
S4 4.691 4.734 4.962
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.828 6.522 5.524
R3 6.351 6.045 5.393
R2 5.874 5.874 5.349
R1 5.568 5.568 5.306 5.483
PP 5.397 5.397 5.397 5.354
S1 5.091 5.091 5.218 5.006
S2 4.920 4.920 5.175
S3 4.443 4.614 5.131
S4 3.966 4.137 5.000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.571 5.028 0.543 10.8% 0.128 2.5% 1% False True 6,171
10 5.703 5.028 0.675 13.4% 0.146 2.9% 1% False True 6,679
20 5.810 5.028 0.782 15.5% 0.159 3.2% 1% False True 5,478
40 6.075 5.028 1.047 20.8% 0.168 3.3% 0% False True 4,368
60 6.075 4.848 1.227 24.4% 0.182 3.6% 15% False False 3,707
80 6.075 4.848 1.227 24.4% 0.174 3.5% 15% False False 3,160
Crabel Price Patterns
NR True
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.695
2.618 5.487
1.618 5.360
1.000 5.282
0.618 5.233
HIGH 5.155
0.618 5.106
0.500 5.092
0.382 5.077
LOW 5.028
0.618 4.950
1.000 4.901
1.618 4.823
2.618 4.696
4.250 4.488
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 5.092 5.179
PP 5.072 5.130
S1 5.052 5.081

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

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