NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 5.501 5.540 0.039 0.7% 5.310
High 5.561 5.662 0.101 1.8% 5.574
Low 5.501 5.503 0.002 0.0% 5.240
Close 5.555 5.586 0.031 0.6% 5.503
Range 0.060 0.159 0.099 165.0% 0.334
ATR 0.122 0.124 0.003 2.2% 0.000
Volume 183 258 75 41.0% 3,478
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.061 5.982 5.673
R3 5.902 5.823 5.630
R2 5.743 5.743 5.615
R1 5.664 5.664 5.601 5.704
PP 5.584 5.584 5.584 5.603
S1 5.505 5.505 5.571 5.545
S2 5.425 5.425 5.557
S3 5.266 5.346 5.542
S4 5.107 5.187 5.499
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.441 6.306 5.687
R3 6.107 5.972 5.595
R2 5.773 5.773 5.564
R1 5.638 5.638 5.534 5.706
PP 5.439 5.439 5.439 5.473
S1 5.304 5.304 5.472 5.372
S2 5.105 5.105 5.442
S3 4.771 4.970 5.411
S4 4.437 4.636 5.319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.662 5.358 0.304 5.4% 0.129 2.3% 75% True False 402
10 5.662 5.240 0.422 7.6% 0.113 2.0% 82% True False 779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.338
2.618 6.078
1.618 5.919
1.000 5.821
0.618 5.760
HIGH 5.662
0.618 5.601
0.500 5.583
0.382 5.564
LOW 5.503
0.618 5.405
1.000 5.344
1.618 5.246
2.618 5.087
4.250 4.827
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 5.585 5.573
PP 5.584 5.561
S1 5.583 5.548

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

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