NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 4.533 4.321 -0.212 -4.7% 4.770
High 4.595 4.509 -0.086 -1.9% 4.815
Low 4.515 4.289 -0.226 -5.0% 4.608
Close 4.533 4.321 -0.212 -4.7% 4.632
Range 0.080 0.220 0.140 175.0% 0.207
ATR 0.131 0.139 0.008 6.2% 0.000
Volume 9,741 8,650 -1,091 -11.2% 69,102
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.033 4.897 4.442
R3 4.813 4.677 4.382
R2 4.593 4.593 4.361
R1 4.457 4.457 4.341 4.431
PP 4.373 4.373 4.373 4.360
S1 4.237 4.237 4.301 4.211
S2 4.153 4.153 4.281
S3 3.933 4.017 4.261
S4 3.713 3.797 4.200
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 4.694 4.289 0.405 9.4% 0.114 2.6% 8% False True 9,278
10 4.843 4.289 0.554 12.8% 0.113 2.6% 6% False True 11,534
20 5.330 4.289 1.041 24.1% 0.119 2.8% 3% False True 9,244
40 5.894 4.289 1.605 37.1% 0.141 3.3% 2% False True 7,002
60 6.075 4.289 1.786 41.3% 0.157 3.6% 2% False True 5,775
80 6.075 4.289 1.786 41.3% 0.168 3.9% 2% False True 4,881
100 6.152 4.289 1.863 43.1% 0.163 3.8% 2% False True 4,200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5.444
2.618 5.085
1.618 4.865
1.000 4.729
0.618 4.645
HIGH 4.509
0.618 4.425
0.500 4.399
0.382 4.373
LOW 4.289
0.618 4.153
1.000 4.069
1.618 3.933
2.618 3.713
4.250 3.354
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 4.399 4.471
PP 4.373 4.421
S1 4.347 4.371

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

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