NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 5.540 5.560 0.020 0.4% 5.510
High 5.618 5.612 -0.006 -0.1% 5.666
Low 5.490 5.551 0.061 1.1% 5.434
Close 5.623 5.593 -0.030 -0.5% 5.623
Range 0.128 0.061 -0.067 -52.3% 0.232
ATR 0.128 0.124 -0.004 -3.1% 0.000
Volume 799 410 -389 -48.7% 2,614
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.768 5.742 5.627
R3 5.707 5.681 5.610
R2 5.646 5.646 5.604
R1 5.620 5.620 5.599 5.633
PP 5.585 5.585 5.585 5.592
S1 5.559 5.559 5.587 5.572
S2 5.524 5.524 5.582
S3 5.463 5.498 5.576
S4 5.402 5.437 5.559
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.270 6.179 5.751
R3 6.038 5.947 5.687
R2 5.806 5.806 5.666
R1 5.715 5.715 5.644 5.761
PP 5.574 5.574 5.574 5.597
S1 5.483 5.483 5.602 5.529
S2 5.342 5.342 5.580
S3 5.110 5.251 5.559
S4 4.878 5.019 5.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.666 5.490 0.176 3.1% 0.116 2.1% 59% False False 439
10 5.666 5.264 0.402 7.2% 0.128 2.3% 82% False False 515
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.871
2.618 5.772
1.618 5.711
1.000 5.673
0.618 5.650
HIGH 5.612
0.618 5.589
0.500 5.582
0.382 5.574
LOW 5.551
0.618 5.513
1.000 5.490
1.618 5.452
2.618 5.391
4.250 5.292
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 5.589 5.588
PP 5.585 5.583
S1 5.582 5.578

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

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