NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 4.524 4.528 0.004 0.1% 4.228
High 4.530 4.634 0.104 2.3% 4.385
Low 4.399 4.406 0.007 0.2% 4.140
Close 4.524 4.562 0.038 0.8% 4.298
Range 0.131 0.228 0.097 74.0% 0.245
ATR 0.155 0.160 0.005 3.4% 0.000
Volume 18,574 21,641 3,067 16.5% 67,064
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 5.218 5.118 4.687
R3 4.990 4.890 4.625
R2 4.762 4.762 4.604
R1 4.662 4.662 4.583 4.712
PP 4.534 4.534 4.534 4.559
S1 4.434 4.434 4.541 4.484
S2 4.306 4.306 4.520
S3 4.078 4.206 4.499
S4 3.850 3.978 4.437
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 4.634 4.186 0.448 9.8% 0.153 3.4% 84% True False 18,851
10 4.634 4.140 0.494 10.8% 0.145 3.2% 85% True False 16,108
20 4.680 4.140 0.540 11.8% 0.152 3.3% 78% False False 11,678
40 4.680 4.140 0.540 11.8% 0.158 3.5% 78% False False 9,516
60 5.613 4.140 1.473 32.3% 0.142 3.1% 29% False False 7,748
80 5.987 4.140 1.847 40.5% 0.141 3.1% 23% False False 6,390
100 6.160 4.140 2.020 44.3% 0.144 3.2% 21% False False 5,528
120 6.160 4.140 2.020 44.3% 0.150 3.3% 21% False False 4,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.603
2.618 5.231
1.618 5.003
1.000 4.862
0.618 4.775
HIGH 4.634
0.618 4.547
0.500 4.520
0.382 4.493
LOW 4.406
0.618 4.265
1.000 4.178
1.618 4.037
2.618 3.809
4.250 3.437
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 4.548 4.543
PP 4.534 4.523
S1 4.520 4.504

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

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