NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 4.185 4.114 -0.071 -1.7% 4.304
High 4.199 4.202 0.003 0.1% 4.374
Low 4.098 4.085 -0.013 -0.3% 4.098
Close 4.104 4.101 -0.003 -0.1% 4.104
Range 0.101 0.117 0.016 15.8% 0.276
ATR 0.130 0.129 -0.001 -0.7% 0.000
Volume 14,379 12,095 -2,284 -15.9% 56,935
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.480 4.408 4.165
R3 4.363 4.291 4.133
R2 4.246 4.246 4.122
R1 4.174 4.174 4.112 4.152
PP 4.129 4.129 4.129 4.118
S1 4.057 4.057 4.090 4.035
S2 4.012 4.012 4.080
S3 3.895 3.940 4.069
S4 3.778 3.823 4.037
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.020 4.838 4.256
R3 4.744 4.562 4.180
R2 4.468 4.468 4.155
R1 4.286 4.286 4.129 4.239
PP 4.192 4.192 4.192 4.169
S1 4.010 4.010 4.079 3.963
S2 3.916 3.916 4.053
S3 3.640 3.734 4.028
S4 3.364 3.458 3.952
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.374 4.085 0.289 7.0% 0.111 2.7% 6% False True 11,449
10 4.652 4.085 0.567 13.8% 0.116 2.8% 3% False True 11,107
20 5.000 4.085 0.915 22.3% 0.115 2.8% 2% False True 11,357
40 5.810 4.085 1.725 42.1% 0.132 3.2% 1% False True 8,601
60 6.050 4.085 1.965 47.9% 0.149 3.6% 1% False True 6,944
80 6.075 4.085 1.990 48.5% 0.159 3.9% 1% False True 5,812
100 6.075 4.085 1.990 48.5% 0.160 3.9% 1% False True 4,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.699
2.618 4.508
1.618 4.391
1.000 4.319
0.618 4.274
HIGH 4.202
0.618 4.157
0.500 4.144
0.382 4.130
LOW 4.085
0.618 4.013
1.000 3.968
1.618 3.896
2.618 3.779
4.250 3.588
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 4.144 4.199
PP 4.129 4.166
S1 4.115 4.134

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

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