NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 4.336 4.228 -0.108 -2.5% 4.636
High 4.356 4.303 -0.053 -1.2% 4.680
Low 4.190 4.204 0.014 0.3% 4.190
Close 4.215 4.296 0.081 1.9% 4.215
Range 0.166 0.099 -0.067 -40.4% 0.490
ATR 0.167 0.162 -0.005 -2.9% 0.000
Volume 18,256 13,965 -4,291 -23.5% 46,272
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 4.565 4.529 4.350
R3 4.466 4.430 4.323
R2 4.367 4.367 4.314
R1 4.331 4.331 4.305 4.349
PP 4.268 4.268 4.268 4.277
S1 4.232 4.232 4.287 4.250
S2 4.169 4.169 4.278
S3 4.070 4.133 4.269
S4 3.971 4.034 4.242
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.832 5.513 4.485
R3 5.342 5.023 4.350
R2 4.852 4.852 4.305
R1 4.533 4.533 4.260 4.448
PP 4.362 4.362 4.362 4.319
S1 4.043 4.043 4.170 3.958
S2 3.872 3.872 4.125
S3 3.382 3.553 4.080
S4 2.892 3.063 3.946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.680 4.190 0.490 11.4% 0.172 4.0% 22% False False 10,908
10 4.680 4.190 0.490 11.4% 0.158 3.7% 22% False False 8,878
20 4.680 4.190 0.490 11.4% 0.165 3.8% 22% False False 8,763
40 4.914 4.145 0.769 17.9% 0.148 3.4% 20% False False 7,451
60 5.884 4.145 1.739 40.5% 0.143 3.3% 9% False False 6,004
80 6.160 4.145 2.015 46.9% 0.144 3.3% 7% False False 4,943
100 6.160 4.145 2.015 46.9% 0.148 3.4% 7% False False 4,394
120 6.160 4.145 2.015 46.9% 0.148 3.5% 7% False False 3,988
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 0.024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.724
2.618 4.562
1.618 4.463
1.000 4.402
0.618 4.364
HIGH 4.303
0.618 4.265
0.500 4.254
0.382 4.242
LOW 4.204
0.618 4.143
1.000 4.105
1.618 4.044
2.618 3.945
4.250 3.783
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 4.282 4.425
PP 4.268 4.382
S1 4.254 4.339

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

View Archives - Comment on this page... - Back to Index of Symbols