NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	5.540	5.560	0.020	0.4%	5.510
High	5.618	5.612	-0.006	-0.1%	5.666
Low	5.490	5.551	0.061	1.1%	5.434
Close	5.623	5.593	-0.030	-0.5%	5.623
Range	0.128	0.061	-0.067	-52.3%	0.232
ATR	0.128	0.124	-0.004	-3.1%	0.000
Volume	799	410	-389	-48.7%	2,614

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.768	5.742	5.627
R3	5.707	5.681	5.610
R2	5.646	5.646	5.604
R1	5.620	5.620	5.599	5.633
PP	5.585	5.585	5.585	5.592
S1	5.559	5.559	5.587	5.572
S2	5.524	5.524	5.582
S3	5.463	5.498	5.576
S4	5.402	5.437	5.559

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	5.490	0.176	3.1%	0.116	2.1%	59%	False	False	439
10	5.666	5.264	0.402	7.2%	0.128	2.3%	82%	False	False	515

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.871
2.618	5.772
1.618	5.711
1.000	5.673
0.618	5.650
HIGH	5.612
0.618	5.589
0.500	5.582
0.382	5.574
LOW	5.551
0.618	5.513
1.000	5.490
1.618	5.452
2.618	5.391
4.250	5.292

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	5.589	5.588
PP	5.585	5.583
S1	5.582	5.578

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