NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 05-May-2010
Day Change Summary
Previous Current
04-May-2010 05-May-2010 Change Change % Previous Week
Open 4.133 4.143 0.010 0.2% 4.481
High 4.165 4.153 -0.012 -0.3% 4.548
Low 4.085 4.041 -0.044 -1.1% 4.018
Close 4.133 4.107 -0.026 -0.6% 4.050
Range 0.080 0.112 0.032 40.0% 0.530
ATR 0.170 0.166 -0.004 -2.4% 0.000
Volume 20,651 26,416 5,765 27.9% 138,783
Daily Pivots for day following 05-May-2010
Classic Woodie Camarilla DeMark
R4 4.436 4.384 4.169
R3 4.324 4.272 4.138
R2 4.212 4.212 4.128
R1 4.160 4.160 4.117 4.130
PP 4.100 4.100 4.100 4.086
S1 4.048 4.048 4.097 4.018
S2 3.988 3.988 4.086
S3 3.876 3.936 4.076
S4 3.764 3.824 4.045
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.795 5.453 4.342
R3 5.265 4.923 4.196
R2 4.735 4.735 4.147
R1 4.393 4.393 4.099 4.299
PP 4.205 4.205 4.205 4.159
S1 3.863 3.863 4.001 3.769
S2 3.675 3.675 3.953
S3 3.145 3.333 3.904
S4 2.615 2.803 3.759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.507 4.000 0.507 12.3% 0.183 4.5% 21% False False 30,890
10 4.548 4.000 0.548 13.3% 0.173 4.2% 20% False False 26,329
20 4.548 4.000 0.548 13.3% 0.172 4.2% 20% False False 34,057
40 4.815 4.000 0.815 19.8% 0.160 3.9% 13% False False 24,287
60 5.703 4.000 1.703 41.5% 0.150 3.7% 6% False False 18,676
80 5.900 4.000 1.900 46.3% 0.157 3.8% 6% False False 15,054
100 6.075 4.000 2.075 50.5% 0.164 4.0% 5% False False 12,551
120 6.075 4.000 2.075 50.5% 0.167 4.1% 5% False False 10,737
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.629
2.618 4.446
1.618 4.334
1.000 4.265
0.618 4.222
HIGH 4.153
0.618 4.110
0.500 4.097
0.382 4.084
LOW 4.041
0.618 3.972
1.000 3.929
1.618 3.860
2.618 3.748
4.250 3.565
Fisher Pivots for day following 05-May-2010
Pivot 1 day 3 day
R1 4.104 4.099
PP 4.100 4.091
S1 4.097 4.083

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

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