NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 4.528 4.555 0.027 0.6% 4.430
High 4.634 4.566 -0.068 -1.5% 4.634
Low 4.406 4.468 0.062 1.4% 4.320
Close 4.562 4.530 -0.032 -0.7% 4.530
Range 0.228 0.098 -0.130 -57.0% 0.314
ATR 0.160 0.156 -0.004 -2.8% 0.000
Volume 21,641 23,741 2,100 9.7% 99,509
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 4.815 4.771 4.584
R3 4.717 4.673 4.557
R2 4.619 4.619 4.548
R1 4.575 4.575 4.539 4.548
PP 4.521 4.521 4.521 4.508
S1 4.477 4.477 4.521 4.450
S2 4.423 4.423 4.512
S3 4.325 4.379 4.503
S4 4.227 4.281 4.476
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5.437 5.297 4.703
R3 5.123 4.983 4.616
R2 4.809 4.809 4.588
R1 4.669 4.669 4.559 4.739
PP 4.495 4.495 4.495 4.530
S1 4.355 4.355 4.501 4.425
S2 4.181 4.181 4.472
S3 3.867 4.041 4.444
S4 3.553 3.727 4.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.634 4.320 0.314 6.9% 0.146 3.2% 67% False False 19,901
10 4.634 4.140 0.494 10.9% 0.138 3.1% 79% False False 16,657
20 4.680 4.140 0.540 11.9% 0.151 3.3% 72% False False 12,416
40 4.680 4.140 0.540 11.9% 0.156 3.4% 72% False False 10,039
60 5.419 4.140 1.279 28.2% 0.141 3.1% 30% False False 8,101
80 5.987 4.140 1.847 40.8% 0.142 3.1% 21% False False 6,667
100 6.160 4.140 2.020 44.6% 0.144 3.2% 19% False False 5,726
120 6.160 4.140 2.020 44.6% 0.150 3.3% 19% False False 5,115
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.038
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.983
2.618 4.823
1.618 4.725
1.000 4.664
0.618 4.627
HIGH 4.566
0.618 4.529
0.500 4.517
0.382 4.505
LOW 4.468
0.618 4.407
1.000 4.370
1.618 4.309
2.618 4.211
4.250 4.052
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 4.526 4.526
PP 4.521 4.521
S1 4.517 4.517

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

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