NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 4.905 4.980 0.075 1.5% 5.198
High 5.005 4.997 -0.008 -0.2% 5.299
Low 4.869 4.850 -0.019 -0.4% 4.970
Close 4.981 4.878 -0.103 -2.1% 5.024
Range 0.136 0.147 0.011 8.1% 0.329
ATR 0.137 0.138 0.001 0.5% 0.000
Volume 10,475 15,933 5,458 52.1% 51,247
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.349 5.261 4.959
R3 5.202 5.114 4.918
R2 5.055 5.055 4.905
R1 4.967 4.967 4.891 4.938
PP 4.908 4.908 4.908 4.894
S1 4.820 4.820 4.865 4.791
S2 4.761 4.761 4.851
S3 4.614 4.673 4.838
S4 4.467 4.526 4.797
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 5.047 4.850 0.197 4.0% 0.114 2.3% 14% False True 11,571
10 5.299 4.850 0.449 9.2% 0.121 2.5% 6% False True 10,488
20 5.885 4.850 1.035 21.2% 0.124 2.5% 3% False True 9,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.622
2.618 5.382
1.618 5.235
1.000 5.144
0.618 5.088
HIGH 4.997
0.618 4.941
0.500 4.924
0.382 4.906
LOW 4.850
0.618 4.759
1.000 4.703
1.618 4.612
2.618 4.465
4.250 4.225
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 4.924 4.932
PP 4.908 4.914
S1 4.893 4.896

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

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