NYMEX Natural Gas Future December 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 5.600 5.576 -0.024 -0.4% 5.644
High 5.610 5.576 -0.034 -0.6% 5.750
Low 5.531 5.527 -0.004 -0.1% 5.527
Close 5.558 5.543 -0.015 -0.3% 5.543
Range 0.079 0.049 -0.030 -38.0% 0.223
ATR 0.123 0.118 -0.005 -4.3% 0.000
Volume 3,148 2,742 -406 -12.9% 14,055
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.696 5.668 5.570
R3 5.647 5.619 5.556
R2 5.598 5.598 5.552
R1 5.570 5.570 5.547 5.560
PP 5.549 5.549 5.549 5.543
S1 5.521 5.521 5.539 5.511
S2 5.500 5.500 5.534
S3 5.451 5.472 5.530
S4 5.402 5.423 5.516
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.276 6.132 5.666
R3 6.053 5.909 5.604
R2 5.830 5.830 5.584
R1 5.686 5.686 5.563 5.647
PP 5.607 5.607 5.607 5.587
S1 5.463 5.463 5.523 5.424
S2 5.384 5.384 5.502
S3 5.161 5.240 5.482
S4 4.938 5.017 5.420
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.750 5.527 0.223 4.0% 0.100 1.8% 7% False True 2,811
10 5.953 5.527 0.426 7.7% 0.104 1.9% 4% False True 2,607
20 6.476 5.527 0.949 17.1% 0.111 2.0% 2% False True 2,288
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 0.028
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5.784
2.618 5.704
1.618 5.655
1.000 5.625
0.618 5.606
HIGH 5.576
0.618 5.557
0.500 5.552
0.382 5.546
LOW 5.527
0.618 5.497
1.000 5.478
1.618 5.448
2.618 5.399
4.250 5.319
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 5.552 5.591
PP 5.549 5.575
S1 5.546 5.559

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

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