NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 4.230 4.354 0.124 2.9% 4.158
High 4.420 4.405 -0.015 -0.3% 4.329
Low 4.226 4.297 0.071 1.7% 4.070
Close 4.357 4.311 -0.046 -1.1% 4.221
Range 0.194 0.108 -0.086 -44.3% 0.259
ATR 0.164 0.160 -0.004 -2.4% 0.000
Volume 19,572 25,413 5,841 29.8% 81,015
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 4.662 4.594 4.370
R3 4.554 4.486 4.341
R2 4.446 4.446 4.331
R1 4.378 4.378 4.321 4.358
PP 4.338 4.338 4.338 4.328
S1 4.270 4.270 4.301 4.250
S2 4.230 4.230 4.291
S3 4.122 4.162 4.281
S4 4.014 4.054 4.252
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 4.984 4.861 4.363
R3 4.725 4.602 4.292
R2 4.466 4.466 4.268
R1 4.343 4.343 4.245 4.405
PP 4.207 4.207 4.207 4.237
S1 4.084 4.084 4.197 4.146
S2 3.948 3.948 4.174
S3 3.689 3.825 4.150
S4 3.430 3.566 4.079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.420 4.070 0.350 8.1% 0.160 3.7% 69% False False 20,617
10 4.639 4.070 0.569 13.2% 0.166 3.9% 42% False False 17,102
20 4.639 4.070 0.569 13.2% 0.157 3.6% 42% False False 14,463
40 4.715 4.070 0.645 15.0% 0.157 3.6% 37% False False 11,572
60 5.752 4.070 1.682 39.0% 0.141 3.3% 14% False False 9,331
80 5.951 4.070 1.881 43.6% 0.140 3.3% 13% False False 7,627
100 6.111 4.070 2.041 47.3% 0.148 3.4% 12% False False 6,687
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.041
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.864
2.618 4.688
1.618 4.580
1.000 4.513
0.618 4.472
HIGH 4.405
0.618 4.364
0.500 4.351
0.382 4.338
LOW 4.297
0.618 4.230
1.000 4.189
1.618 4.122
2.618 4.014
4.250 3.838
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 4.351 4.296
PP 4.338 4.281
S1 4.324 4.266

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

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