NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 25-May-2010
Day Change Summary
Previous Current
24-May-2010 25-May-2010 Change Change % Previous Week
Open 4.213 4.205 -0.008 -0.2% 4.554
High 4.269 4.276 0.007 0.2% 4.702
Low 4.180 4.168 -0.012 -0.3% 4.232
Close 4.206 4.243 0.037 0.9% 4.241
Range 0.089 0.108 0.019 21.3% 0.470
ATR 0.153 0.149 -0.003 -2.1% 0.000
Volume 9,655 12,356 2,701 28.0% 89,269
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 4.553 4.506 4.302
R3 4.445 4.398 4.273
R2 4.337 4.337 4.263
R1 4.290 4.290 4.253 4.314
PP 4.229 4.229 4.229 4.241
S1 4.182 4.182 4.233 4.206
S2 4.121 4.121 4.223
S3 4.013 4.074 4.213
S4 3.905 3.966 4.184
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 5.802 5.491 4.500
R3 5.332 5.021 4.370
R2 4.862 4.862 4.327
R1 4.551 4.551 4.284 4.472
PP 4.392 4.392 4.392 4.352
S1 4.081 4.081 4.198 4.002
S2 3.922 3.922 4.155
S3 3.452 3.611 4.112
S4 2.982 3.141 3.983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.559 4.168 0.391 9.2% 0.140 3.3% 19% False True 14,819
10 4.702 4.168 0.534 12.6% 0.146 3.4% 14% False True 17,523
20 4.702 4.140 0.562 13.2% 0.153 3.6% 18% False False 15,590
40 4.702 4.140 0.562 13.2% 0.162 3.8% 18% False False 11,864
60 5.096 4.140 0.956 22.5% 0.144 3.4% 11% False False 9,596
80 5.884 4.140 1.744 41.1% 0.143 3.4% 6% False False 7,882
100 6.160 4.140 2.020 47.6% 0.145 3.4% 5% False False 6,673
120 6.160 4.140 2.020 47.6% 0.148 3.5% 5% False False 5,988
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.735
2.618 4.559
1.618 4.451
1.000 4.384
0.618 4.343
HIGH 4.276
0.618 4.235
0.500 4.222
0.382 4.209
LOW 4.168
0.618 4.101
1.000 4.060
1.618 3.993
2.618 3.885
4.250 3.709
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 4.236 4.276
PP 4.229 4.265
S1 4.222 4.254

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

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