NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 5.160 5.150 -0.010 -0.2% 5.370
High 5.201 5.189 -0.012 -0.2% 5.370
Low 5.111 4.982 -0.129 -2.5% 5.173
Close 5.179 5.004 -0.175 -3.4% 5.250
Range 0.090 0.207 0.117 130.0% 0.197
ATR 0.140 0.144 0.005 3.4% 0.000
Volume 10,546 11,953 1,407 13.3% 45,928
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.679 5.549 5.118
R3 5.472 5.342 5.061
R2 5.265 5.265 5.042
R1 5.135 5.135 5.023 5.097
PP 5.058 5.058 5.058 5.039
S1 4.928 4.928 4.985 4.890
S2 4.851 4.851 4.966
S3 4.644 4.721 4.947
S4 4.437 4.514 4.890
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 5.299 4.982 0.317 6.3% 0.128 2.6% 7% False True 9,406
10 5.520 4.982 0.538 10.8% 0.122 2.4% 4% False True 9,469
20 6.000 4.982 1.018 20.3% 0.137 2.7% 2% False True 9,290
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 17 trading days
Fibonacci Retracements and Extensions
4.250 6.069
2.618 5.731
1.618 5.524
1.000 5.396
0.618 5.317
HIGH 5.189
0.618 5.110
0.500 5.086
0.382 5.061
LOW 4.982
0.618 4.854
1.000 4.775
1.618 4.647
2.618 4.440
4.250 4.102
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 5.086 5.092
PP 5.058 5.062
S1 5.031 5.033

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

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