NYMEX Natural Gas Future October 2010

Trading Metrics calculated at close of trading on 24-Mar-2010

Day Change Summary
	Previous	Current
	23-Mar-2010	24-Mar-2010	Change	Change %	Previous Week
Open	4.560	4.514	-0.046	-1.0%	4.812
High	4.595	4.554	-0.041	-0.9%	4.887
Low	4.489	4.490	0.001	0.0%	4.510
Close	4.570	4.519	-0.051	-1.1%	4.621
Range	0.106	0.064	-0.042	-39.6%	0.377
ATR	0.127	0.124	-0.003	-2.7%	0.000
Volume	11,625	11,393	-232	-2.0%	46,218

Daily Pivots for day following 24-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	4.713	4.680	4.554
R3	4.649	4.616	4.537
R2	4.585	4.585	4.531
R1	4.552	4.552	4.525	4.569
PP	4.521	4.521	4.521	4.529
S1	4.488	4.488	4.513	4.505
S2	4.457	4.457	4.507
S3	4.393	4.424	4.501
S4	4.329	4.360	4.484

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5.804	5.589	4.828
R3	5.427	5.212	4.725
R2	5.050	5.050	4.690
R1	4.835	4.835	4.656	4.754
PP	4.673	4.673	4.673	4.632
S1	4.458	4.458	4.586	4.377
S2	4.296	4.296	4.552
S3	3.919	4.081	4.517
S4	3.542	3.704	4.414

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.729	4.489	0.240	5.3%	0.121	2.7%	13%	False	False	12,472
10	4.997	4.489	0.508	11.2%	0.107	2.4%	6%	False	False	11,068
20	5.299	4.489	0.810	17.9%	0.111	2.5%	4%	False	False	10,323
40	6.000	4.489	1.511	33.4%	0.127	2.8%	2%	False	False	9,571

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	4.826
2.618	4.722
1.618	4.658
1.000	4.618
0.618	4.594
HIGH	4.554
0.618	4.530
0.500	4.522
0.382	4.514
LOW	4.490
0.618	4.450
1.000	4.426
1.618	4.386
2.618	4.322
4.250	4.218

Fisher Pivots for day following 24-Mar-2010
Pivot	1 day	3 day
R1	4.522	4.547
PP	4.521	4.538
S1	4.520	4.528

Download as Excel Spreadsheet

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

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