NYMEX Natural Gas Future December 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 5.353 5.363 0.010 0.2% 5.522
High 5.465 5.470 0.005 0.1% 5.590
Low 5.298 5.334 0.036 0.7% 5.298
Close 5.353 5.465 0.112 2.1% 5.465
Range 0.167 0.136 -0.031 -18.6% 0.292
ATR 0.115 0.117 0.001 1.3% 0.000
Volume 869 4,321 3,452 397.2% 10,052
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5.831 5.784 5.540
R3 5.695 5.648 5.502
R2 5.559 5.559 5.490
R1 5.512 5.512 5.477 5.536
PP 5.423 5.423 5.423 5.435
S1 5.376 5.376 5.453 5.400
S2 5.287 5.287 5.440
S3 5.151 5.240 5.428
S4 5.015 5.104 5.390
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 6.327 6.188 5.626
R3 6.035 5.896 5.545
R2 5.743 5.743 5.519
R1 5.604 5.604 5.492 5.528
PP 5.451 5.451 5.451 5.413
S1 5.312 5.312 5.438 5.236
S2 5.159 5.159 5.411
S3 4.867 5.020 5.385
S4 4.575 4.728 5.304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.590 5.298 0.292 5.3% 0.112 2.0% 57% False False 2,010
10 5.750 5.298 0.452 8.3% 0.106 1.9% 37% False False 2,410
20 5.966 5.298 0.668 12.2% 0.102 1.9% 25% False False 2,310
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.048
2.618 5.826
1.618 5.690
1.000 5.606
0.618 5.554
HIGH 5.470
0.618 5.418
0.500 5.402
0.382 5.386
LOW 5.334
0.618 5.250
1.000 5.198
1.618 5.114
2.618 4.978
4.250 4.756
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 5.444 5.448
PP 5.423 5.431
S1 5.402 5.414

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

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