NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 4.967 4.960 -0.007 -0.1% 5.198
High 4.995 5.013 0.018 0.4% 5.299
Low 4.905 4.891 -0.014 -0.3% 4.970
Close 4.957 4.933 -0.024 -0.5% 5.024
Range 0.090 0.122 0.032 35.6% 0.329
ATR 0.138 0.137 -0.001 -0.8% 0.000
Volume 9,343 9,529 186 2.0% 51,247
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.312 5.244 5.000
R3 5.190 5.122 4.967
R2 5.068 5.068 4.955
R1 5.000 5.000 4.944 4.973
PP 4.946 4.946 4.946 4.932
S1 4.878 4.878 4.922 4.851
S2 4.824 4.824 4.911
S3 4.702 4.756 4.899
S4 4.580 4.634 4.866
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 5.201 4.891 0.310 6.3% 0.117 2.4% 14% False True 10,789
10 5.327 4.891 0.436 8.8% 0.115 2.3% 10% False True 9,441
20 5.885 4.891 0.994 20.2% 0.123 2.5% 4% False True 9,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.532
2.618 5.332
1.618 5.210
1.000 5.135
0.618 5.088
HIGH 5.013
0.618 4.966
0.500 4.952
0.382 4.938
LOW 4.891
0.618 4.816
1.000 4.769
1.618 4.694
2.618 4.572
4.250 4.373
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 4.952 4.969
PP 4.946 4.957
S1 4.939 4.945

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

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