NYMEX Natural Gas Future September 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 4.217 4.430 0.213 5.1% 4.228
High 4.322 4.492 0.170 3.9% 4.385
Low 4.186 4.320 0.134 3.2% 4.140
Close 4.298 4.430 0.132 3.1% 4.298
Range 0.136 0.172 0.036 26.5% 0.245
ATR 0.157 0.160 0.003 1.7% 0.000
Volume 18,488 15,103 -3,385 -18.3% 67,064
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 4.930 4.852 4.525
R3 4.758 4.680 4.477
R2 4.586 4.586 4.462
R1 4.508 4.508 4.446 4.516
PP 4.414 4.414 4.414 4.418
S1 4.336 4.336 4.414 4.344
S2 4.242 4.242 4.398
S3 4.070 4.164 4.383
S4 3.898 3.992 4.335
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 4.492 4.140 0.352 7.9% 0.146 3.3% 82% True False 13,640
10 4.680 4.140 0.540 12.2% 0.159 3.6% 54% False False 12,274
20 4.680 4.140 0.540 12.2% 0.154 3.5% 54% False False 10,132
40 4.779 4.140 0.639 14.4% 0.152 3.4% 45% False False 8,218
60 5.789 4.140 1.649 37.2% 0.143 3.2% 18% False False 6,883
80 5.990 4.140 1.850 41.8% 0.142 3.2% 16% False False 5,691
100 6.160 4.140 2.020 45.6% 0.145 3.3% 14% False False 4,977
120 6.160 4.140 2.020 45.6% 0.150 3.4% 14% False False 4,450
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.223
2.618 4.942
1.618 4.770
1.000 4.664
0.618 4.598
HIGH 4.492
0.618 4.426
0.500 4.406
0.382 4.386
LOW 4.320
0.618 4.214
1.000 4.148
1.618 4.042
2.618 3.870
4.250 3.589
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 4.422 4.392
PP 4.414 4.354
S1 4.406 4.316

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

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