NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 5.198 5.140 -0.058 -1.1% 5.370
High 5.299 5.178 -0.121 -2.3% 5.370
Low 5.118 5.096 -0.022 -0.4% 5.173
Close 5.122 5.140 0.018 0.4% 5.250
Range 0.181 0.082 -0.099 -54.7% 0.197
ATR 0.148 0.144 -0.005 -3.2% 0.000
Volume 6,968 9,205 2,237 32.1% 45,928
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.384 5.344 5.185
R3 5.302 5.262 5.163
R2 5.220 5.220 5.155
R1 5.180 5.180 5.148 5.181
PP 5.138 5.138 5.138 5.139
S1 5.098 5.098 5.132 5.099
S2 5.056 5.056 5.125
S3 4.974 5.016 5.117
S4 4.892 4.934 5.095
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5.855 5.750 5.358
R3 5.658 5.553 5.304
R2 5.461 5.461 5.286
R1 5.356 5.356 5.268 5.310
PP 5.264 5.264 5.264 5.242
S1 5.159 5.159 5.232 5.113
S2 5.067 5.067 5.214
S3 4.870 4.962 5.196
S4 4.673 4.765 5.142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.327 5.096 0.231 4.5% 0.112 2.2% 19% False True 8,094
10 5.750 5.096 0.654 12.7% 0.118 2.3% 7% False True 8,802
20 6.000 5.096 0.904 17.6% 0.134 2.6% 5% False True 8,906
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 5.527
2.618 5.393
1.618 5.311
1.000 5.260
0.618 5.229
HIGH 5.178
0.618 5.147
0.500 5.137
0.382 5.127
LOW 5.096
0.618 5.045
1.000 5.014
1.618 4.963
2.618 4.881
4.250 4.748
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 5.139 5.198
PP 5.138 5.178
S1 5.137 5.159

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

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