NYMEX Natural Gas Future July 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 4.587 4.533 -0.054 -1.2% 4.770
High 4.652 4.595 -0.057 -1.2% 4.815
Low 4.570 4.515 -0.055 -1.2% 4.608
Close 4.587 4.533 -0.054 -1.2% 4.632
Range 0.082 0.080 -0.002 -2.4% 0.207
ATR 0.135 0.131 -0.004 -2.9% 0.000
Volume 7,260 9,741 2,481 34.2% 69,102
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.788 4.740 4.577
R3 4.708 4.660 4.555
R2 4.628 4.628 4.548
R1 4.580 4.580 4.540 4.573
PP 4.548 4.548 4.548 4.544
S1 4.500 4.500 4.526 4.493
S2 4.468 4.468 4.518
S3 4.388 4.420 4.511
S4 4.308 4.340 4.489
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.306 5.176 4.746
R3 5.099 4.969 4.689
R2 4.892 4.892 4.670
R1 4.762 4.762 4.651 4.724
PP 4.685 4.685 4.685 4.666
S1 4.555 4.555 4.613 4.517
S2 4.478 4.478 4.594
S3 4.271 4.348 4.575
S4 4.064 4.141 4.518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.789 4.515 0.274 6.0% 0.097 2.1% 7% False True 11,986
10 4.987 4.515 0.472 10.4% 0.112 2.5% 4% False True 11,624
20 5.524 4.515 1.009 22.3% 0.117 2.6% 2% False True 9,053
40 5.894 4.515 1.379 30.4% 0.139 3.1% 1% False True 6,901
60 6.075 4.515 1.560 34.4% 0.156 3.4% 1% False True 5,695
80 6.075 4.515 1.560 34.4% 0.167 3.7% 1% False True 4,793
100 6.194 4.515 1.679 37.0% 0.163 3.6% 1% False True 4,126
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 0.021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.935
2.618 4.804
1.618 4.724
1.000 4.675
0.618 4.644
HIGH 4.595
0.618 4.564
0.500 4.555
0.382 4.546
LOW 4.515
0.618 4.466
1.000 4.435
1.618 4.386
2.618 4.306
4.250 4.175
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 4.555 4.598
PP 4.548 4.576
S1 4.540 4.555

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

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