NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 5.135 5.016 -0.119 -2.3% 5.300
High 5.170 5.167 -0.003 -0.1% 5.300
Low 5.098 5.013 -0.085 -1.7% 5.076
Close 5.145 5.016 -0.129 -2.5% 5.145
Range 0.072 0.154 0.082 113.9% 0.224
ATR 0.152 0.152 0.000 0.1% 0.000
Volume 3,243 2,445 -798 -24.6% 16,378
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.527 5.426 5.101
R3 5.373 5.272 5.058
R2 5.219 5.219 5.044
R1 5.118 5.118 5.030 5.093
PP 5.065 5.065 5.065 5.053
S1 4.964 4.964 5.002 4.939
S2 4.911 4.911 4.988
S3 4.757 4.810 4.974
S4 4.603 4.656 4.931
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.846 5.719 5.268
R3 5.622 5.495 5.207
R2 5.398 5.398 5.186
R1 5.271 5.271 5.166 5.223
PP 5.174 5.174 5.174 5.149
S1 5.047 5.047 5.124 4.999
S2 4.950 4.950 5.104
S3 4.726 4.823 5.083
S4 4.502 4.599 5.022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.250 5.013 0.237 4.7% 0.114 2.3% 1% False True 3,088
10 5.789 5.013 0.776 15.5% 0.127 2.5% 0% False True 3,116
20 5.884 5.013 0.871 17.4% 0.140 2.8% 0% False True 2,740
40 6.160 5.013 1.147 22.9% 0.145 2.9% 0% False True 2,288
60 6.160 4.970 1.190 23.7% 0.151 3.0% 4% False False 2,380
80 6.160 4.970 1.190 23.7% 0.148 3.0% 4% False False 2,155
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 0.014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.822
2.618 5.570
1.618 5.416
1.000 5.321
0.618 5.262
HIGH 5.167
0.618 5.108
0.500 5.090
0.382 5.072
LOW 5.013
0.618 4.918
1.000 4.859
1.618 4.764
2.618 4.610
4.250 4.359
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 5.090 5.097
PP 5.065 5.070
S1 5.041 5.043

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

View Archives - Comment on this page... - Back to Index of Symbols