NYMEX Natural Gas Future September 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 4.217 4.202 -0.015 -0.4% 4.417
High 4.303 4.293 -0.010 -0.2% 4.485
Low 4.189 4.145 -0.044 -1.1% 4.205
Close 4.212 4.282 0.070 1.7% 4.207
Range 0.114 0.148 0.034 29.8% 0.280
ATR 0.123 0.125 0.002 1.4% 0.000
Volume 5,172 6,597 1,425 27.6% 25,471
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.684 4.631 4.363
R3 4.536 4.483 4.323
R2 4.388 4.388 4.309
R1 4.335 4.335 4.296 4.362
PP 4.240 4.240 4.240 4.253
S1 4.187 4.187 4.268 4.214
S2 4.092 4.092 4.255
S3 3.944 4.039 4.241
S4 3.796 3.891 4.201
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 4.441 4.145 0.296 6.9% 0.113 2.6% 46% False True 5,628
10 4.667 4.145 0.522 12.2% 0.111 2.6% 26% False True 5,091
20 5.096 4.145 0.951 22.2% 0.110 2.6% 14% False True 5,284
40 5.884 4.145 1.739 40.6% 0.124 2.9% 8% False True 4,026
60 6.160 4.145 2.015 47.1% 0.131 3.1% 7% False True 3,297
80 6.160 4.145 2.015 47.1% 0.140 3.3% 7% False True 3,113
100 6.160 4.145 2.015 47.1% 0.141 3.3% 7% False True 2,789
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 0.027
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.922
2.618 4.680
1.618 4.532
1.000 4.441
0.618 4.384
HIGH 4.293
0.618 4.236
0.500 4.219
0.382 4.202
LOW 4.145
0.618 4.054
1.000 3.997
1.618 3.906
2.618 3.758
4.250 3.516
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 4.261 4.263
PP 4.240 4.244
S1 4.219 4.226

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

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