NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 4.114 4.070 -0.044 -1.1% 4.304
High 4.202 4.178 -0.024 -0.6% 4.374
Low 4.085 4.035 -0.050 -1.2% 4.098
Close 4.101 4.166 0.065 1.6% 4.104
Range 0.117 0.143 0.026 22.2% 0.276
ATR 0.129 0.130 0.001 0.8% 0.000
Volume 12,095 14,153 2,058 17.0% 56,935
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.555 4.504 4.245
R3 4.412 4.361 4.205
R2 4.269 4.269 4.192
R1 4.218 4.218 4.179 4.244
PP 4.126 4.126 4.126 4.139
S1 4.075 4.075 4.153 4.101
S2 3.983 3.983 4.140
S3 3.840 3.932 4.127
S4 3.697 3.789 4.087
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 4.343 4.035 0.308 7.4% 0.119 2.8% 43% False True 12,247
10 4.595 4.035 0.560 13.4% 0.122 2.9% 23% False True 11,797
20 5.000 4.035 0.965 23.2% 0.118 2.8% 14% False True 11,687
40 5.810 4.035 1.775 42.6% 0.131 3.2% 7% False True 8,874
60 6.050 4.035 2.015 48.4% 0.146 3.5% 7% False True 7,150
80 6.075 4.035 2.040 49.0% 0.158 3.8% 6% False True 5,970
100 6.075 4.035 2.040 49.0% 0.160 3.8% 6% False True 5,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.786
2.618 4.552
1.618 4.409
1.000 4.321
0.618 4.266
HIGH 4.178
0.618 4.123
0.500 4.107
0.382 4.090
LOW 4.035
0.618 3.947
1.000 3.892
1.618 3.804
2.618 3.661
4.250 3.427
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 4.146 4.150
PP 4.126 4.134
S1 4.107 4.119

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

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