NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 4.711 4.786 0.075 1.6% 4.912
High 4.815 4.789 -0.026 -0.5% 5.085
Low 4.668 4.656 -0.012 -0.3% 4.777
Close 4.789 4.672 -0.117 -2.4% 4.820
Range 0.147 0.133 -0.014 -9.5% 0.308
ATR 0.147 0.146 -0.001 -0.7% 0.000
Volume 13,176 22,191 9,015 68.4% 44,526
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.105 5.021 4.745
R3 4.972 4.888 4.709
R2 4.839 4.839 4.696
R1 4.755 4.755 4.684 4.731
PP 4.706 4.706 4.706 4.693
S1 4.622 4.622 4.660 4.598
S2 4.573 4.573 4.648
S3 4.440 4.489 4.635
S4 4.307 4.356 4.599
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 4.843 4.656 0.187 4.0% 0.111 2.4% 9% False True 13,790
10 5.085 4.656 0.429 9.2% 0.123 2.6% 4% False True 10,649
20 5.703 4.656 1.047 22.4% 0.130 2.8% 2% False True 8,502
40 5.900 4.656 1.244 26.6% 0.152 3.3% 1% False True 6,493
60 6.075 4.656 1.419 30.4% 0.161 3.5% 1% False True 5,224
80 6.075 4.656 1.419 30.4% 0.171 3.7% 1% False True 4,378
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.354
2.618 5.137
1.618 5.004
1.000 4.922
0.618 4.871
HIGH 4.789
0.618 4.738
0.500 4.723
0.382 4.707
LOW 4.656
0.618 4.574
1.000 4.523
1.618 4.441
2.618 4.308
4.250 4.091
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 4.723 4.736
PP 4.706 4.714
S1 4.689 4.693

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

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