NYMEX Natural Gas Future October 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 4.811 4.702 -0.109 -2.3% 4.967
High 4.811 4.729 -0.082 -1.7% 5.013
Low 4.729 4.520 -0.209 -4.4% 4.824
Close 4.747 4.545 -0.202 -4.3% 4.842
Range 0.082 0.209 0.127 154.9% 0.189
ATR 0.123 0.131 0.007 6.0% 0.000
Volume 5,942 3,821 -2,121 -35.7% 59,133
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.225 5.094 4.660
R3 5.016 4.885 4.602
R2 4.807 4.807 4.583
R1 4.676 4.676 4.564 4.637
PP 4.598 4.598 4.598 4.579
S1 4.467 4.467 4.526 4.428
S2 4.389 4.389 4.507
S3 4.180 4.258 4.488
S4 3.971 4.049 4.430
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 4.890 4.520 0.370 8.1% 0.106 2.3% 7% False True 7,241
10 5.047 4.520 0.527 11.6% 0.110 2.4% 5% False True 9,406
20 5.520 4.520 1.000 22.0% 0.116 2.6% 3% False True 9,437
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 0.022
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 5.617
2.618 5.276
1.618 5.067
1.000 4.938
0.618 4.858
HIGH 4.729
0.618 4.649
0.500 4.625
0.382 4.600
LOW 4.520
0.618 4.391
1.000 4.311
1.618 4.182
2.618 3.973
4.250 3.632
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 4.625 4.691
PP 4.598 4.642
S1 4.572 4.594

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

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