NYMEX Natural Gas Future August 2010


Trading Metrics calculated at close of trading on 26-May-2010
Day Change Summary
Previous Current
25-May-2010 26-May-2010 Change Change % Previous Week
Open 4.167 4.235 0.068 1.6% 4.472
High 4.225 4.385 0.160 3.8% 4.655
Low 4.108 4.212 0.104 2.5% 4.169
Close 4.186 4.253 0.067 1.6% 4.178
Range 0.117 0.173 0.056 47.9% 0.486
ATR 0.154 0.157 0.003 2.1% 0.000
Volume 21,614 15,281 -6,333 -29.3% 104,803
Daily Pivots for day following 26-May-2010
Classic Woodie Camarilla DeMark
R4 4.802 4.701 4.348
R3 4.629 4.528 4.301
R2 4.456 4.456 4.285
R1 4.355 4.355 4.269 4.406
PP 4.283 4.283 4.283 4.309
S1 4.182 4.182 4.237 4.233
S2 4.110 4.110 4.221
S3 3.937 4.009 4.205
S4 3.764 3.836 4.158
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 4.385 4.108 0.277 6.5% 0.137 3.2% 52% True False 18,784
10 4.655 4.108 0.547 12.9% 0.155 3.6% 27% False False 20,670
20 4.655 4.070 0.585 13.8% 0.162 3.8% 31% False False 19,255
40 4.655 4.070 0.585 13.8% 0.169 4.0% 31% False False 15,795
60 5.058 4.070 0.988 23.2% 0.149 3.5% 19% False False 12,377
80 5.864 4.070 1.794 42.2% 0.144 3.4% 10% False False 10,128
100 6.111 4.070 2.041 48.0% 0.145 3.4% 9% False False 8,608
120 6.111 4.070 2.041 48.0% 0.152 3.6% 9% False False 7,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.120
2.618 4.838
1.618 4.665
1.000 4.558
0.618 4.492
HIGH 4.385
0.618 4.319
0.500 4.299
0.382 4.278
LOW 4.212
0.618 4.105
1.000 4.039
1.618 3.932
2.618 3.759
4.250 3.477
Fisher Pivots for day following 26-May-2010
Pivot 1 day 3 day
R1 4.299 4.251
PP 4.283 4.249
S1 4.268 4.247

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

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