NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 4.111 4.105 -0.006 -0.1% 4.416
High 4.132 4.154 0.022 0.5% 4.587
Low 4.049 4.036 -0.013 -0.3% 4.094
Close 4.075 4.114 0.039 1.0% 4.106
Range 0.083 0.118 0.035 42.2% 0.493
ATR 0.166 0.162 -0.003 -2.1% 0.000
Volume 52,927 64,177 11,250 21.3% 319,294
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 4.455 4.403 4.179
R3 4.337 4.285 4.146
R2 4.219 4.219 4.136
R1 4.167 4.167 4.125 4.193
PP 4.101 4.101 4.101 4.115
S1 4.049 4.049 4.103 4.075
S2 3.983 3.983 4.092
S3 3.865 3.931 4.082
S4 3.747 3.813 4.049
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 5.741 5.417 4.377
R3 5.248 4.924 4.242
R2 4.755 4.755 4.196
R1 4.431 4.431 4.151 4.347
PP 4.262 4.262 4.262 4.220
S1 3.938 3.938 4.061 3.854
S2 3.769 3.769 4.016
S3 3.276 3.445 3.970
S4 2.783 2.952 3.835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.433 4.036 0.397 9.6% 0.146 3.6% 20% False True 59,505
10 4.587 4.036 0.551 13.4% 0.156 3.8% 14% False True 64,901
20 4.587 3.971 0.616 15.0% 0.171 4.2% 23% False False 48,654
40 4.587 3.971 0.616 15.0% 0.178 4.3% 23% False False 40,012
60 5.000 3.971 1.029 25.0% 0.157 3.8% 14% False False 30,460
80 5.810 3.971 1.839 44.7% 0.155 3.8% 8% False False 24,306
100 6.050 3.971 2.079 50.5% 0.161 3.9% 7% False False 20,171
120 6.075 3.971 2.104 51.1% 0.166 4.0% 7% False False 17,212
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.656
2.618 4.463
1.618 4.345
1.000 4.272
0.618 4.227
HIGH 4.154
0.618 4.109
0.500 4.095
0.382 4.081
LOW 4.036
0.618 3.963
1.000 3.918
1.618 3.845
2.618 3.727
4.250 3.535
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 4.108 4.144
PP 4.101 4.134
S1 4.095 4.124

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

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