NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 4.384 4.280 -0.104 -2.4% 4.417
High 4.392 4.306 -0.086 -2.0% 4.485
Low 4.254 4.205 -0.049 -1.2% 4.205
Close 4.297 4.207 -0.090 -2.1% 4.207
Range 0.138 0.101 -0.037 -26.8% 0.280
ATR 0.126 0.124 -0.002 -1.4% 0.000
Volume 5,054 7,786 2,732 54.1% 25,471
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.542 4.476 4.263
R3 4.441 4.375 4.235
R2 4.340 4.340 4.226
R1 4.274 4.274 4.216 4.257
PP 4.239 4.239 4.239 4.231
S1 4.173 4.173 4.198 4.156
S2 4.138 4.138 4.188
S3 4.037 4.072 4.179
S4 3.936 3.971 4.151
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.139 4.953 4.361
R3 4.859 4.673 4.284
R2 4.579 4.579 4.258
R1 4.393 4.393 4.233 4.346
PP 4.299 4.299 4.299 4.276
S1 4.113 4.113 4.181 4.066
S2 4.019 4.019 4.156
S3 3.739 3.833 4.130
S4 3.459 3.553 4.053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.485 4.205 0.280 6.7% 0.101 2.4% 1% False True 5,094
10 4.779 4.205 0.574 13.6% 0.102 2.4% 0% False True 4,470
20 5.167 4.205 0.962 22.9% 0.109 2.6% 0% False True 4,924
40 5.884 4.205 1.679 39.9% 0.125 3.0% 0% False True 3,848
60 6.160 4.205 1.955 46.5% 0.134 3.2% 0% False True 3,145
80 6.160 4.205 1.955 46.5% 0.140 3.3% 0% False True 3,001
100 6.160 4.205 1.955 46.5% 0.141 3.3% 0% False True 2,702
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.735
2.618 4.570
1.618 4.469
1.000 4.407
0.618 4.368
HIGH 4.306
0.618 4.267
0.500 4.256
0.382 4.244
LOW 4.205
0.618 4.143
1.000 4.104
1.618 4.042
2.618 3.941
4.250 3.776
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 4.256 4.323
PP 4.239 4.284
S1 4.223 4.246

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

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