NYMEX Natural Gas Future October 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 4.490 4.659 0.169 3.8% 4.351
High 4.640 4.850 0.210 4.5% 4.622
Low 4.469 4.592 0.123 2.8% 4.270
Close 4.631 4.841 0.210 4.5% 4.572
Range 0.171 0.258 0.087 50.9% 0.352
ATR 0.163 0.170 0.007 4.1% 0.000
Volume 18,686 28,602 9,916 53.1% 78,583
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.535 5.446 4.983
R3 5.277 5.188 4.912
R2 5.019 5.019 4.888
R1 4.930 4.930 4.865 4.975
PP 4.761 4.761 4.761 4.783
S1 4.672 4.672 4.817 4.717
S2 4.503 4.503 4.794
S3 4.245 4.414 4.770
S4 3.987 4.156 4.699
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 5.544 5.410 4.766
R3 5.192 5.058 4.669
R2 4.840 4.840 4.637
R1 4.706 4.706 4.604 4.773
PP 4.488 4.488 4.488 4.522
S1 4.354 4.354 4.540 4.421
S2 4.136 4.136 4.507
S3 3.784 4.002 4.475
S4 3.432 3.650 4.378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.850 4.394 0.456 9.4% 0.183 3.8% 98% True False 21,035
10 4.850 4.115 0.735 15.2% 0.182 3.8% 99% True False 18,466
20 4.850 4.115 0.735 15.2% 0.167 3.4% 99% True False 20,112
40 4.850 4.115 0.735 15.2% 0.161 3.3% 99% True False 16,550
60 5.005 4.115 0.890 18.4% 0.154 3.2% 82% False False 15,405
80 5.885 4.115 1.770 36.6% 0.146 3.0% 41% False False 13,895
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 0.034
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.947
2.618 5.525
1.618 5.267
1.000 5.108
0.618 5.009
HIGH 4.850
0.618 4.751
0.500 4.721
0.382 4.691
LOW 4.592
0.618 4.433
1.000 4.334
1.618 4.175
2.618 3.917
4.250 3.496
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 4.801 4.779
PP 4.761 4.717
S1 4.721 4.655

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

View Archives - Comment on this page... - Back to Index of Symbols