NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 4.043 4.131 0.088 2.2% 4.051
High 4.150 4.335 0.185 4.5% 4.300
Low 4.013 4.116 0.103 2.6% 3.971
Close 4.124 4.271 0.147 3.6% 4.124
Range 0.137 0.219 0.082 59.9% 0.329
ATR 0.174 0.178 0.003 1.8% 0.000
Volume 32,046 36,066 4,020 12.5% 136,288
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 4.898 4.803 4.391
R3 4.679 4.584 4.331
R2 4.460 4.460 4.311
R1 4.365 4.365 4.291 4.413
PP 4.241 4.241 4.241 4.264
S1 4.146 4.146 4.251 4.194
S2 4.022 4.022 4.231
S3 3.803 3.927 4.211
S4 3.584 3.708 4.151
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 5.119 4.950 4.305
R3 4.790 4.621 4.214
R2 4.461 4.461 4.184
R1 4.292 4.292 4.154 4.377
PP 4.132 4.132 4.132 4.174
S1 3.963 3.963 4.094 4.048
S2 3.803 3.803 4.064
S3 3.474 3.634 4.034
S4 3.145 3.305 3.943
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.335 3.971 0.364 8.5% 0.175 4.1% 82% True False 28,266
10 4.548 3.971 0.577 13.5% 0.184 4.3% 52% False False 28,734
20 4.548 3.971 0.577 13.5% 0.175 4.1% 52% False False 31,625
40 4.681 3.971 0.710 16.6% 0.168 3.9% 42% False False 25,461
60 5.703 3.971 1.732 40.6% 0.155 3.6% 17% False False 19,881
80 5.900 3.971 1.929 45.2% 0.158 3.7% 16% False False 16,075
100 6.075 3.971 2.104 49.3% 0.163 3.8% 14% False False 13,423
120 6.075 3.971 2.104 49.3% 0.170 4.0% 14% False False 11,497
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 0.042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.266
2.618 4.908
1.618 4.689
1.000 4.554
0.618 4.470
HIGH 4.335
0.618 4.251
0.500 4.226
0.382 4.200
LOW 4.116
0.618 3.981
1.000 3.897
1.618 3.762
2.618 3.543
4.250 3.185
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 4.256 4.232
PP 4.241 4.192
S1 4.226 4.153

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

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