NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 16-Jul-2009

Day Change Summary
	Previous	Current
	15-Jul-2009	16-Jul-2009	Change	Change %	Previous Week
Open	5.410	5.362	-0.048	-0.9%	5.598
High	5.460	5.526	0.066	1.2%	5.598
Low	5.264	5.358	0.094	1.8%	5.340
Close	5.276	5.519	0.243	4.6%	5.351
Range	0.196	0.168	-0.028	-14.3%	0.258
ATR
Volume	733	408	-325	-44.3%	5,073

Daily Pivots for day following 16-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.972	5.913	5.611
R3	5.804	5.745	5.565
R2	5.636	5.636	5.550
R1	5.577	5.577	5.534	5.607
PP	5.468	5.468	5.468	5.482
S1	5.409	5.409	5.504	5.439
S2	5.300	5.300	5.488
S3	5.132	5.241	5.473
S4	4.964	5.073	5.427

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.204	6.035	5.493
R3	5.946	5.777	5.422
R2	5.688	5.688	5.398
R1	5.519	5.519	5.375	5.475
PP	5.430	5.430	5.430	5.407
S1	5.261	5.261	5.327	5.217
S2	5.172	5.172	5.304
S3	4.914	5.003	5.280
S4	4.656	4.745	5.209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.526	5.240	0.286	5.2%	0.119	2.2%	98%	True	False	1,149
10	5.715	5.240	0.475	8.6%	0.102	1.8%	59%	False	False	833

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.240
2.618	5.966
1.618	5.798
1.000	5.694
0.618	5.630
HIGH	5.526
0.618	5.462
0.500	5.442
0.382	5.422
LOW	5.358
0.618	5.254
1.000	5.190
1.618	5.086
2.618	4.918
4.250	4.644

Fisher Pivots for day following 16-Jul-2009
Pivot	1 day	3 day
R1	5.493	5.478
PP	5.468	5.436
S1	5.442	5.395

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