NYMEX Natural Gas Future August 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 4.135 4.167 0.032 0.8% 4.472
High 4.205 4.225 0.020 0.5% 4.655
Low 4.122 4.108 -0.014 -0.3% 4.169
Close 4.146 4.186 0.040 1.0% 4.178
Range 0.083 0.117 0.034 41.0% 0.486
ATR 0.157 0.154 -0.003 -1.8% 0.000
Volume 14,372 21,614 7,242 50.4% 104,803
Daily Pivots for day following 25-May-2010
Classic Woodie Camarilla DeMark
R4 4.524 4.472 4.250
R3 4.407 4.355 4.218
R2 4.290 4.290 4.207
R1 4.238 4.238 4.197 4.264
PP 4.173 4.173 4.173 4.186
S1 4.121 4.121 4.175 4.147
S2 4.056 4.056 4.165
S3 3.939 4.004 4.154
S4 3.822 3.887 4.122
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 5.792 5.471 4.445
R3 5.306 4.985 4.312
R2 4.820 4.820 4.267
R1 4.499 4.499 4.223 4.417
PP 4.334 4.334 4.334 4.293
S1 4.013 4.013 4.133 3.931
S2 3.848 3.848 4.089
S3 3.362 3.527 4.044
S4 2.876 3.041 3.911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.506 4.108 0.398 9.5% 0.143 3.4% 20% False True 20,385
10 4.655 4.108 0.547 13.1% 0.152 3.6% 14% False True 20,878
20 4.655 4.070 0.585 14.0% 0.159 3.8% 20% False False 18,990
40 4.655 4.070 0.585 14.0% 0.168 4.0% 20% False False 15,590
60 5.058 4.070 0.988 23.6% 0.147 3.5% 12% False False 12,194
80 5.864 4.070 1.794 42.9% 0.143 3.4% 6% False False 9,960
100 6.111 4.070 2.041 48.8% 0.146 3.5% 6% False False 8,473
120 6.111 4.070 2.041 48.8% 0.152 3.6% 6% False False 7,554
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 0.044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.722
2.618 4.531
1.618 4.414
1.000 4.342
0.618 4.297
HIGH 4.225
0.618 4.180
0.500 4.167
0.382 4.153
LOW 4.108
0.618 4.036
1.000 3.991
1.618 3.919
2.618 3.802
4.250 3.611
Fisher Pivots for day following 25-May-2010
Pivot 1 day 3 day
R1 4.180 4.216
PP 4.173 4.206
S1 4.167 4.196

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

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