NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 4.776 4.711 -0.065 -1.4% 4.912
High 4.812 4.815 0.003 0.1% 5.085
Low 4.693 4.668 -0.025 -0.5% 4.777
Close 4.735 4.789 0.054 1.1% 4.820
Range 0.119 0.147 0.028 23.5% 0.308
ATR 0.147 0.147 0.000 0.0% 0.000
Volume 9,236 13,176 3,940 42.7% 44,526
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.198 5.141 4.870
R3 5.051 4.994 4.829
R2 4.904 4.904 4.816
R1 4.847 4.847 4.802 4.876
PP 4.757 4.757 4.757 4.772
S1 4.700 4.700 4.776 4.729
S2 4.610 4.610 4.762
S3 4.463 4.553 4.749
S4 4.316 4.406 4.708
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.818 5.627 4.989
R3 5.510 5.319 4.905
R2 5.202 5.202 4.876
R1 5.011 5.011 4.848 4.953
PP 4.894 4.894 4.894 4.865
S1 4.703 4.703 4.792 4.645
S2 4.586 4.586 4.764
S3 4.278 4.395 4.735
S4 3.970 4.087 4.651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.987 4.668 0.319 6.7% 0.127 2.6% 38% False True 11,261
10 5.085 4.668 0.417 8.7% 0.119 2.5% 29% False True 8,960
20 5.703 4.668 1.035 21.6% 0.129 2.7% 12% False True 7,795
40 5.900 4.668 1.232 25.7% 0.153 3.2% 10% False True 6,071
60 6.075 4.668 1.407 29.4% 0.163 3.4% 9% False True 4,909
80 6.075 4.668 1.407 29.4% 0.171 3.6% 9% False True 4,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.440
2.618 5.200
1.618 5.053
1.000 4.962
0.618 4.906
HIGH 4.815
0.618 4.759
0.500 4.742
0.382 4.724
LOW 4.668
0.618 4.577
1.000 4.521
1.618 4.430
2.618 4.283
4.250 4.043
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 4.773 4.773
PP 4.757 4.757
S1 4.742 4.742

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

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