NYMEX Natural Gas Future August 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 4.261 4.255 -0.006 -0.1% 4.379
High 4.380 4.266 -0.114 -2.6% 4.441
Low 4.217 4.177 -0.040 -0.9% 4.177
Close 4.261 4.171 -0.090 -2.1% 4.171
Range 0.163 0.089 -0.074 -45.4% 0.264
ATR 0.125 0.123 -0.003 -2.1% 0.000
Volume 3,922 5,750 1,828 46.6% 21,934
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 4.472 4.410 4.220
R3 4.383 4.321 4.195
R2 4.294 4.294 4.187
R1 4.232 4.232 4.179 4.219
PP 4.205 4.205 4.205 4.198
S1 4.143 4.143 4.163 4.130
S2 4.116 4.116 4.155
S3 4.027 4.054 4.147
S4 3.938 3.965 4.122
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.055 4.877 4.316
R3 4.791 4.613 4.244
R2 4.527 4.527 4.219
R1 4.349 4.349 4.195 4.306
PP 4.263 4.263 4.263 4.242
S1 4.085 4.085 4.147 4.042
S2 3.999 3.999 4.123
S3 3.735 3.821 4.098
S4 3.471 3.557 4.026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.441 4.177 0.264 6.3% 0.100 2.4% -2% False True 4,386
10 4.750 4.177 0.573 13.7% 0.105 2.5% -1% False True 4,884
20 5.139 4.177 0.962 23.1% 0.109 2.6% -1% False True 5,329
40 5.864 4.177 1.687 40.4% 0.119 2.9% 0% False True 4,290
60 6.111 4.177 1.934 46.4% 0.132 3.2% 0% False True 3,697
80 6.111 4.177 1.934 46.4% 0.144 3.5% 0% False True 3,503
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.644
2.618 4.499
1.618 4.410
1.000 4.355
0.618 4.321
HIGH 4.266
0.618 4.232
0.500 4.222
0.382 4.211
LOW 4.177
0.618 4.122
1.000 4.088
1.618 4.033
2.618 3.944
4.250 3.799
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 4.222 4.294
PP 4.205 4.253
S1 4.188 4.212

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

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