NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 5.556 5.928 0.372 6.7% 5.560
High 5.631 5.928 0.297 5.3% 5.649
Low 5.556 5.780 0.224 4.0% 5.383
Close 5.624 5.871 0.247 4.4% 5.624
Range 0.075 0.148 0.073 97.3% 0.266
ATR 0.128 0.141 0.013 9.8% 0.000
Volume 365 244 -121 -33.2% 2,279
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.304 6.235 5.952
R3 6.156 6.087 5.912
R2 6.008 6.008 5.898
R1 5.939 5.939 5.885 5.900
PP 5.860 5.860 5.860 5.840
S1 5.791 5.791 5.857 5.752
S2 5.712 5.712 5.844
S3 5.564 5.643 5.830
S4 5.416 5.495 5.790
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.350 6.253 5.770
R3 6.084 5.987 5.697
R2 5.818 5.818 5.673
R1 5.721 5.721 5.648 5.770
PP 5.552 5.552 5.552 5.576
S1 5.455 5.455 5.600 5.504
S2 5.286 5.286 5.575
S3 5.020 5.189 5.551
S4 4.754 4.923 5.478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.928 5.383 0.545 9.3% 0.133 2.3% 90% True False 422
10 5.928 5.383 0.545 9.3% 0.124 2.1% 90% True False 430
20 5.928 5.240 0.688 11.7% 0.114 1.9% 92% True False 670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.557
2.618 6.315
1.618 6.167
1.000 6.076
0.618 6.019
HIGH 5.928
0.618 5.871
0.500 5.854
0.382 5.837
LOW 5.780
0.618 5.689
1.000 5.632
1.618 5.541
2.618 5.393
4.250 5.151
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 5.865 5.810
PP 5.860 5.750
S1 5.854 5.689

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

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