NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 4.202 4.318 0.116 2.8% 4.417
High 4.293 4.386 0.093 2.2% 4.485
Low 4.145 4.209 0.064 1.5% 4.205
Close 4.282 4.213 -0.069 -1.6% 4.207
Range 0.148 0.177 0.029 19.6% 0.280
ATR 0.125 0.129 0.004 3.0% 0.000
Volume 6,597 6,453 -144 -2.2% 25,471
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.800 4.684 4.310
R3 4.623 4.507 4.262
R2 4.446 4.446 4.245
R1 4.330 4.330 4.229 4.300
PP 4.269 4.269 4.269 4.254
S1 4.153 4.153 4.197 4.123
S2 4.092 4.092 4.181
S3 3.915 3.976 4.164
S4 3.738 3.799 4.116
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 4.392 4.145 0.247 5.9% 0.136 3.2% 28% False False 6,212
10 4.601 4.145 0.456 10.8% 0.125 3.0% 15% False False 5,417
20 5.081 4.145 0.936 22.2% 0.115 2.7% 7% False False 5,448
40 5.884 4.145 1.739 41.3% 0.125 3.0% 4% False False 4,152
60 6.160 4.145 2.015 47.8% 0.132 3.1% 3% False False 3,353
80 6.160 4.145 2.015 47.8% 0.140 3.3% 3% False False 3,129
100 6.160 4.145 2.015 47.8% 0.141 3.4% 3% False False 2,841
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 0.033
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.138
2.618 4.849
1.618 4.672
1.000 4.563
0.618 4.495
HIGH 4.386
0.618 4.318
0.500 4.298
0.382 4.277
LOW 4.209
0.618 4.100
1.000 4.032
1.618 3.923
2.618 3.746
4.250 3.457
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 4.298 4.266
PP 4.269 4.248
S1 4.241 4.231

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

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