NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 4.385 4.555 0.170 3.9% 4.213
High 4.540 4.769 0.229 5.0% 4.520
Low 4.362 4.491 0.129 3.0% 4.168
Close 4.531 4.765 0.234 5.2% 4.464
Range 0.178 0.278 0.100 56.2% 0.352
ATR 0.155 0.164 0.009 5.6% 0.000
Volume 18,870 27,902 9,032 47.9% 62,968
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.509 5.415 4.918
R3 5.231 5.137 4.841
R2 4.953 4.953 4.816
R1 4.859 4.859 4.790 4.906
PP 4.675 4.675 4.675 4.699
S1 4.581 4.581 4.740 4.628
S2 4.397 4.397 4.714
S3 4.119 4.303 4.689
S4 3.841 4.025 4.612
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.440 5.304 4.658
R3 5.088 4.952 4.561
R2 4.736 4.736 4.529
R1 4.600 4.600 4.496 4.668
PP 4.384 4.384 4.384 4.418
S1 4.248 4.248 4.432 4.316
S2 4.032 4.032 4.399
S3 3.680 3.896 4.367
S4 3.328 3.544 4.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.769 4.290 0.479 10.1% 0.186 3.9% 99% True False 19,951
10 4.769 4.168 0.601 12.6% 0.159 3.3% 99% True False 16,253
20 4.769 4.140 0.629 13.2% 0.160 3.4% 99% True False 17,792
40 4.769 4.140 0.629 13.2% 0.158 3.3% 99% True False 13,387
60 4.910 4.140 0.770 16.2% 0.151 3.2% 81% False False 11,078
80 5.789 4.140 1.649 34.6% 0.145 3.0% 38% False False 9,136
100 5.990 4.140 1.850 38.8% 0.145 3.1% 34% False False 7,679
120 6.160 4.140 2.020 42.4% 0.149 3.1% 31% False False 6,758
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 5.951
2.618 5.497
1.618 5.219
1.000 5.047
0.618 4.941
HIGH 4.769
0.618 4.663
0.500 4.630
0.382 4.597
LOW 4.491
0.618 4.319
1.000 4.213
1.618 4.041
2.618 3.763
4.250 3.310
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 4.720 4.698
PP 4.675 4.630
S1 4.630 4.563

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

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