NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 4.555 4.554 -0.001 0.0% 4.430
High 4.566 4.616 0.050 1.1% 4.634
Low 4.468 4.497 0.029 0.6% 4.320
Close 4.530 4.608 0.078 1.7% 4.530
Range 0.098 0.119 0.021 21.4% 0.314
ATR 0.156 0.153 -0.003 -1.7% 0.000
Volume 23,741 18,247 -5,494 -23.1% 99,509
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 4.931 4.888 4.673
R3 4.812 4.769 4.641
R2 4.693 4.693 4.630
R1 4.650 4.650 4.619 4.672
PP 4.574 4.574 4.574 4.584
S1 4.531 4.531 4.597 4.553
S2 4.455 4.455 4.586
S3 4.336 4.412 4.575
S4 4.217 4.293 4.543
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 4.373 0.261 5.7% 0.135 2.9% 90% False False 20,530
10 4.634 4.140 0.494 10.7% 0.140 3.0% 95% False False 17,085
20 4.680 4.140 0.540 11.7% 0.149 3.2% 87% False False 12,982
40 4.680 4.140 0.540 11.7% 0.156 3.4% 87% False False 10,304
60 5.300 4.140 1.160 25.2% 0.141 3.1% 40% False False 8,359
80 5.987 4.140 1.847 40.1% 0.142 3.1% 25% False False 6,859
100 6.160 4.140 2.020 43.8% 0.145 3.1% 23% False False 5,854
120 6.160 4.140 2.020 43.8% 0.149 3.2% 23% False False 5,258
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 0.041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.122
2.618 4.928
1.618 4.809
1.000 4.735
0.618 4.690
HIGH 4.616
0.618 4.571
0.500 4.557
0.382 4.542
LOW 4.497
0.618 4.423
1.000 4.378
1.618 4.304
2.618 4.185
4.250 3.991
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 4.591 4.579
PP 4.574 4.549
S1 4.557 4.520

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

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