NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 07-May-2010
Day Change Summary
Previous Current
06-May-2010 07-May-2010 Change Change % Previous Week
Open 4.218 4.217 -0.001 0.0% 4.228
High 4.385 4.322 -0.063 -1.4% 4.385
Low 4.140 4.186 0.046 1.1% 4.140
Close 4.218 4.298 0.080 1.9% 4.298
Range 0.245 0.136 -0.109 -44.5% 0.245
ATR 0.159 0.157 -0.002 -1.0% 0.000
Volume 14,252 18,488 4,236 29.7% 67,064
Daily Pivots for day following 07-May-2010
Classic Woodie Camarilla DeMark
R4 4.677 4.623 4.373
R3 4.541 4.487 4.335
R2 4.405 4.405 4.323
R1 4.351 4.351 4.310 4.378
PP 4.269 4.269 4.269 4.282
S1 4.215 4.215 4.286 4.242
S2 4.133 4.133 4.273
S3 3.997 4.079 4.261
S4 3.861 3.943 4.223
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 5.009 4.899 4.433
R3 4.764 4.654 4.365
R2 4.519 4.519 4.343
R1 4.409 4.409 4.320 4.464
PP 4.274 4.274 4.274 4.302
S1 4.164 4.164 4.276 4.219
S2 4.029 4.029 4.253
S3 3.784 3.919 4.231
S4 3.539 3.674 4.163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.385 4.140 0.245 5.7% 0.131 3.1% 64% False False 13,412
10 4.680 4.140 0.540 12.6% 0.154 3.6% 29% False False 11,333
20 4.680 4.140 0.540 12.6% 0.157 3.7% 29% False False 9,850
40 4.800 4.140 0.660 15.4% 0.149 3.5% 24% False False 8,066
60 5.789 4.140 1.649 38.4% 0.141 3.3% 10% False False 6,679
80 5.990 4.140 1.850 43.0% 0.143 3.3% 9% False False 5,518
100 6.160 4.140 2.020 47.0% 0.145 3.4% 8% False False 4,839
120 6.160 4.140 2.020 47.0% 0.150 3.5% 8% False False 4,336
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.900
2.618 4.678
1.618 4.542
1.000 4.458
0.618 4.406
HIGH 4.322
0.618 4.270
0.500 4.254
0.382 4.238
LOW 4.186
0.618 4.102
1.000 4.050
1.618 3.966
2.618 3.830
4.250 3.608
Fisher Pivots for day following 07-May-2010
Pivot 1 day 3 day
R1 4.283 4.286
PP 4.269 4.274
S1 4.254 4.263

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

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