NYMEX Natural Gas Future September 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 4.280 4.217 -0.063 -1.5% 4.417
High 4.306 4.303 -0.003 -0.1% 4.485
Low 4.205 4.189 -0.016 -0.4% 4.205
Close 4.207 4.212 0.005 0.1% 4.207
Range 0.101 0.114 0.013 12.9% 0.280
ATR 0.124 0.123 -0.001 -0.6% 0.000
Volume 7,786 5,172 -2,614 -33.6% 25,471
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.577 4.508 4.275
R3 4.463 4.394 4.243
R2 4.349 4.349 4.233
R1 4.280 4.280 4.222 4.258
PP 4.235 4.235 4.235 4.223
S1 4.166 4.166 4.202 4.144
S2 4.121 4.121 4.191
S3 4.007 4.052 4.181
S4 3.893 3.938 4.149
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 4.476 4.189 0.287 6.8% 0.102 2.4% 8% False True 5,208
10 4.753 4.189 0.564 13.4% 0.104 2.5% 4% False True 4,718
20 5.096 4.189 0.907 21.5% 0.107 2.5% 3% False True 5,060
40 5.884 4.189 1.695 40.2% 0.124 2.9% 1% False True 3,900
60 6.160 4.189 1.971 46.8% 0.133 3.1% 1% False True 3,212
80 6.160 4.189 1.971 46.8% 0.140 3.3% 1% False True 3,050
100 6.160 4.189 1.971 46.8% 0.140 3.3% 1% False True 2,736
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.788
2.618 4.601
1.618 4.487
1.000 4.417
0.618 4.373
HIGH 4.303
0.618 4.259
0.500 4.246
0.382 4.233
LOW 4.189
0.618 4.119
1.000 4.075
1.618 4.005
2.618 3.891
4.250 3.705
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 4.246 4.291
PP 4.235 4.264
S1 4.223 4.238

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

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