NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 4.980 4.886 -0.094 -1.9% 4.967
High 4.997 4.890 -0.107 -2.1% 5.013
Low 4.850 4.824 -0.026 -0.5% 4.824
Close 4.878 4.842 -0.036 -0.7% 4.842
Range 0.147 0.066 -0.081 -55.1% 0.189
ATR 0.138 0.133 -0.005 -3.7% 0.000
Volume 15,933 13,853 -2,080 -13.1% 59,133
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.050 5.012 4.878
R3 4.984 4.946 4.860
R2 4.918 4.918 4.854
R1 4.880 4.880 4.848 4.866
PP 4.852 4.852 4.852 4.845
S1 4.814 4.814 4.836 4.800
S2 4.786 4.786 4.830
S3 4.720 4.748 4.824
S4 4.654 4.682 4.806
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.460 5.340 4.946
R3 5.271 5.151 4.894
R2 5.082 5.082 4.877
R1 4.962 4.962 4.859 4.928
PP 4.893 4.893 4.893 4.876
S1 4.773 4.773 4.825 4.739
S2 4.704 4.704 4.807
S3 4.515 4.584 4.790
S4 4.326 4.395 4.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.013 4.824 0.189 3.9% 0.112 2.3% 10% False True 11,826
10 5.299 4.824 0.475 9.8% 0.120 2.5% 4% False True 11,038
20 5.885 4.824 1.061 21.9% 0.122 2.5% 2% False True 9,996
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 0.037
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 5.171
2.618 5.063
1.618 4.997
1.000 4.956
0.618 4.931
HIGH 4.890
0.618 4.865
0.500 4.857
0.382 4.849
LOW 4.824
0.618 4.783
1.000 4.758
1.618 4.717
2.618 4.651
4.250 4.544
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 4.857 4.915
PP 4.852 4.890
S1 4.847 4.866

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

View Archives - Comment on this page... - Back to Index of Symbols