NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 4.448 4.285 -0.163 -3.7% 4.135
High 4.494 4.496 0.002 0.0% 4.470
Low 4.298 4.285 -0.013 -0.3% 4.108
Close 4.316 4.484 0.168 3.9% 4.409
Range 0.196 0.211 0.015 7.7% 0.362
ATR 0.160 0.163 0.004 2.3% 0.000
Volume 26,547 18,063 -8,484 -32.0% 90,379
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.055 4.980 4.600
R3 4.844 4.769 4.542
R2 4.633 4.633 4.523
R1 4.558 4.558 4.503 4.596
PP 4.422 4.422 4.422 4.440
S1 4.347 4.347 4.465 4.385
S2 4.211 4.211 4.445
S3 4.000 4.136 4.426
S4 3.789 3.925 4.368
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.415 5.274 4.608
R3 5.053 4.912 4.509
R2 4.691 4.691 4.475
R1 4.550 4.550 4.442 4.621
PP 4.329 4.329 4.329 4.364
S1 4.188 4.188 4.376 4.259
S2 3.967 3.967 4.343
S3 3.605 3.826 4.309
S4 3.243 3.464 4.210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.496 4.212 0.284 6.3% 0.177 4.0% 96% True False 19,800
10 4.506 4.108 0.398 8.9% 0.160 3.6% 94% False False 20,093
20 4.655 4.070 0.585 13.0% 0.161 3.6% 71% False False 20,543
40 4.655 4.070 0.585 13.0% 0.162 3.6% 71% False False 16,766
60 4.875 4.070 0.805 18.0% 0.154 3.4% 51% False False 13,455
80 5.864 4.070 1.794 40.0% 0.145 3.2% 23% False False 11,062
100 5.980 4.070 1.910 42.6% 0.146 3.2% 22% False False 9,282
120 6.111 4.070 2.041 45.5% 0.152 3.4% 20% False False 8,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.393
2.618 5.048
1.618 4.837
1.000 4.707
0.618 4.626
HIGH 4.496
0.618 4.415
0.500 4.391
0.382 4.366
LOW 4.285
0.618 4.155
1.000 4.074
1.618 3.944
2.618 3.733
4.250 3.388
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 4.453 4.453
PP 4.422 4.422
S1 4.391 4.391

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.