NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 5.853 5.883 0.030 0.5% 5.966
High 5.920 5.953 0.033 0.6% 5.966
Low 5.853 5.796 -0.057 -1.0% 5.824
Close 5.910 5.807 -0.103 -1.7% 5.910
Range 0.067 0.157 0.090 134.3% 0.142
ATR 0.129 0.131 0.002 1.5% 0.000
Volume 1,150 1,556 406 35.3% 10,075
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.323 6.222 5.893
R3 6.166 6.065 5.850
R2 6.009 6.009 5.836
R1 5.908 5.908 5.821 5.880
PP 5.852 5.852 5.852 5.838
S1 5.751 5.751 5.793 5.723
S2 5.695 5.695 5.778
S3 5.538 5.594 5.764
S4 5.381 5.437 5.721
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.326 6.260 5.988
R3 6.184 6.118 5.949
R2 6.042 6.042 5.936
R1 5.976 5.976 5.923 5.938
PP 5.900 5.900 5.900 5.881
S1 5.834 5.834 5.897 5.796
S2 5.758 5.758 5.884
S3 5.616 5.692 5.871
S4 5.474 5.550 5.832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.953 5.796 0.157 2.7% 0.101 1.7% 7% True True 1,806
10 6.476 5.796 0.680 11.7% 0.112 1.9% 2% False True 2,026
20 6.573 5.796 0.777 13.4% 0.125 2.2% 1% False True 1,825
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6.620
2.618 6.364
1.618 6.207
1.000 6.110
0.618 6.050
HIGH 5.953
0.618 5.893
0.500 5.875
0.382 5.856
LOW 5.796
0.618 5.699
1.000 5.639
1.618 5.542
2.618 5.385
4.250 5.129
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 5.875 5.875
PP 5.852 5.852
S1 5.830 5.830

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

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