NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 5.016 5.035 0.019 0.4% 5.300
High 5.167 5.071 -0.096 -1.9% 5.300
Low 5.013 4.990 -0.023 -0.5% 5.076
Close 5.016 5.035 0.019 0.4% 5.145
Range 0.154 0.081 -0.073 -47.4% 0.224
ATR 0.152 0.147 -0.005 -3.3% 0.000
Volume 2,445 2,115 -330 -13.5% 16,378
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.275 5.236 5.080
R3 5.194 5.155 5.057
R2 5.113 5.113 5.050
R1 5.074 5.074 5.042 5.076
PP 5.032 5.032 5.032 5.033
S1 4.993 4.993 5.028 4.995
S2 4.951 4.951 5.020
S3 4.870 4.912 5.013
S4 4.789 4.831 4.990
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 5.229 4.990 0.239 4.7% 0.104 2.1% 19% False True 2,536
10 5.656 4.990 0.666 13.2% 0.116 2.3% 7% False True 2,932
20 5.884 4.990 0.894 17.8% 0.137 2.7% 5% False True 2,768
40 6.160 4.990 1.170 23.2% 0.141 2.8% 4% False True 2,303
60 6.160 4.970 1.190 23.6% 0.150 3.0% 5% False False 2,389
80 6.160 4.970 1.190 23.6% 0.148 2.9% 5% False False 2,165
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.415
2.618 5.283
1.618 5.202
1.000 5.152
0.618 5.121
HIGH 5.071
0.618 5.040
0.500 5.031
0.382 5.021
LOW 4.990
0.618 4.940
1.000 4.909
1.618 4.859
2.618 4.778
4.250 4.646
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 5.034 5.080
PP 5.032 5.065
S1 5.031 5.050

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

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