NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 5.576 5.522 -0.054 -1.0% 5.644
High 5.576 5.590 0.014 0.3% 5.750
Low 5.527 5.500 -0.027 -0.5% 5.527
Close 5.543 5.553 0.010 0.2% 5.543
Range 0.049 0.090 0.041 83.7% 0.223
ATR 0.118 0.116 -0.002 -1.7% 0.000
Volume 2,742 1,645 -1,097 -40.0% 14,055
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.818 5.775 5.603
R3 5.728 5.685 5.578
R2 5.638 5.638 5.570
R1 5.595 5.595 5.561 5.617
PP 5.548 5.548 5.548 5.558
S1 5.505 5.505 5.545 5.527
S2 5.458 5.458 5.537
S3 5.368 5.415 5.528
S4 5.278 5.325 5.504
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 5.500 0.250 4.5% 0.102 1.8% 21% False True 2,584
10 5.846 5.500 0.346 6.2% 0.097 1.7% 15% False True 2,616
20 6.476 5.500 0.976 17.6% 0.104 1.9% 5% False True 2,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.973
2.618 5.826
1.618 5.736
1.000 5.680
0.618 5.646
HIGH 5.590
0.618 5.556
0.500 5.545
0.382 5.534
LOW 5.500
0.618 5.444
1.000 5.410
1.618 5.354
2.618 5.264
4.250 5.118
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 5.550 5.555
PP 5.548 5.554
S1 5.545 5.554

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

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