NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 5.150 5.014 -0.136 -2.6% 5.198
High 5.189 5.047 -0.142 -2.7% 5.299
Low 4.982 4.970 -0.012 -0.2% 4.970
Close 5.004 5.024 0.020 0.4% 5.024
Range 0.207 0.077 -0.130 -62.8% 0.329
ATR 0.144 0.140 -0.005 -3.3% 0.000
Volume 11,953 12,575 622 5.2% 51,247
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.245 5.211 5.066
R3 5.168 5.134 5.045
R2 5.091 5.091 5.038
R1 5.057 5.057 5.031 5.074
PP 5.014 5.014 5.014 5.022
S1 4.980 4.980 5.017 4.997
S2 4.937 4.937 5.010
S3 4.860 4.903 5.003
S4 4.783 4.826 4.982
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.085 5.883 5.205
R3 5.756 5.554 5.114
R2 5.427 5.427 5.084
R1 5.225 5.225 5.054 5.162
PP 5.098 5.098 5.098 5.066
S1 4.896 4.896 4.994 4.833
S2 4.769 4.769 4.964
S3 4.440 4.567 4.934
S4 4.111 4.238 4.843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.299 4.970 0.329 6.5% 0.127 2.5% 16% False True 10,249
10 5.370 4.970 0.400 8.0% 0.118 2.3% 14% False True 9,717
20 6.000 4.970 1.030 20.5% 0.132 2.6% 5% False True 9,515
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.030
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 5.374
2.618 5.249
1.618 5.172
1.000 5.124
0.618 5.095
HIGH 5.047
0.618 5.018
0.500 5.009
0.382 4.999
LOW 4.970
0.618 4.922
1.000 4.893
1.618 4.845
2.618 4.768
4.250 4.643
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 5.019 5.086
PP 5.014 5.065
S1 5.009 5.045

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

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