NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 5.630 5.540 -0.090 -1.6% 5.510
High 5.666 5.618 -0.048 -0.8% 5.666
Low 5.496 5.490 -0.006 -0.1% 5.434
Close 5.496 5.623 0.127 2.3% 5.623
Range 0.170 0.128 -0.042 -24.7% 0.232
ATR 0.128 0.128 0.000 0.0% 0.000
Volume 545 799 254 46.6% 2,614
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.961 5.920 5.693
R3 5.833 5.792 5.658
R2 5.705 5.705 5.646
R1 5.664 5.664 5.635 5.685
PP 5.577 5.577 5.577 5.587
S1 5.536 5.536 5.611 5.557
S2 5.449 5.449 5.600
S3 5.321 5.408 5.588
S4 5.193 5.280 5.553
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 6.270 6.179 5.751
R3 6.038 5.947 5.687
R2 5.806 5.806 5.666
R1 5.715 5.715 5.644 5.761
PP 5.574 5.574 5.574 5.597
S1 5.483 5.483 5.602 5.529
S2 5.342 5.342 5.580
S3 5.110 5.251 5.559
S4 4.878 5.019 5.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.666 5.434 0.232 4.1% 0.128 2.3% 81% False False 522
10 5.666 5.240 0.426 7.6% 0.129 2.3% 90% False False 609
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 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.162
2.618 5.953
1.618 5.825
1.000 5.746
0.618 5.697
HIGH 5.618
0.618 5.569
0.500 5.554
0.382 5.539
LOW 5.490
0.618 5.411
1.000 5.362
1.618 5.283
2.618 5.155
4.250 4.946
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 5.600 5.608
PP 5.577 5.593
S1 5.554 5.578

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

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