NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 5.340 5.236 -0.104 -1.9% 5.832
High 5.340 5.327 -0.013 -0.2% 5.885
Low 5.215 5.200 -0.015 -0.3% 5.398
Close 5.217 5.276 0.059 1.1% 5.431
Range 0.125 0.127 0.002 1.6% 0.487
ATR 0.157 0.154 -0.002 -1.3% 0.000
Volume 10,955 9,100 -1,855 -16.9% 36,665
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.649 5.589 5.346
R3 5.522 5.462 5.311
R2 5.395 5.395 5.299
R1 5.335 5.335 5.288 5.365
PP 5.268 5.268 5.268 5.283
S1 5.208 5.208 5.264 5.238
S2 5.141 5.141 5.253
S3 5.014 5.081 5.241
S4 4.887 4.954 5.206
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 7.032 6.719 5.699
R3 6.545 6.232 5.565
R2 6.058 6.058 5.520
R1 5.745 5.745 5.476 5.658
PP 5.571 5.571 5.571 5.528
S1 5.258 5.258 5.386 5.171
S2 5.084 5.084 5.342
S3 4.597 4.771 5.297
S4 4.110 4.284 5.163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.701 5.200 0.501 9.5% 0.133 2.5% 15% False True 9,890
10 5.885 5.200 0.685 13.0% 0.127 2.4% 11% False True 9,310
20 6.000 5.200 0.800 15.2% 0.142 2.7% 10% False True 8,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.867
2.618 5.659
1.618 5.532
1.000 5.454
0.618 5.405
HIGH 5.327
0.618 5.278
0.500 5.264
0.382 5.249
LOW 5.200
0.618 5.122
1.000 5.073
1.618 4.995
2.618 4.868
4.250 4.660
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 5.272 5.285
PP 5.268 5.282
S1 5.264 5.279

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

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