NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 4.338 4.310 -0.028 -0.6% 4.600
High 4.343 4.313 -0.030 -0.7% 4.681
Low 4.270 4.154 -0.116 -2.7% 4.282
Close 4.313 4.196 -0.117 -2.7% 4.387
Range 0.073 0.159 0.086 117.8% 0.399
ATR 0.130 0.132 0.002 1.6% 0.000
Volume 11,678 8,932 -2,746 -23.5% 50,830
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.698 4.606 4.283
R3 4.539 4.447 4.240
R2 4.380 4.380 4.225
R1 4.288 4.288 4.211 4.255
PP 4.221 4.221 4.221 4.204
S1 4.129 4.129 4.181 4.096
S2 4.062 4.062 4.167
S3 3.903 3.970 4.152
S4 3.744 3.811 4.109
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.647 5.416 4.606
R3 5.248 5.017 4.497
R2 4.849 4.849 4.460
R1 4.618 4.618 4.424 4.534
PP 4.450 4.450 4.450 4.408
S1 4.219 4.219 4.350 4.135
S2 4.051 4.051 4.314
S3 3.652 3.820 4.277
S4 3.253 3.421 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.387 4.154 0.233 5.6% 0.112 2.7% 18% False True 11,790
10 4.694 4.154 0.540 12.9% 0.113 2.7% 8% False True 10,534
20 5.085 4.154 0.931 22.2% 0.118 2.8% 5% False True 10,592
40 5.810 4.154 1.656 39.5% 0.135 3.2% 3% False True 8,181
60 6.075 4.154 1.921 45.8% 0.151 3.6% 2% False True 6,566
80 6.075 4.154 1.921 45.8% 0.162 3.9% 2% False True 5,521
100 6.075 4.154 1.921 45.8% 0.162 3.9% 2% False True 4,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.989
2.618 4.729
1.618 4.570
1.000 4.472
0.618 4.411
HIGH 4.313
0.618 4.252
0.500 4.234
0.382 4.215
LOW 4.154
0.618 4.056
1.000 3.995
1.618 3.897
2.618 3.738
4.250 3.478
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 4.234 4.264
PP 4.221 4.241
S1 4.209 4.219

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

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