NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 5.567 5.530 -0.037 -0.7% 5.510
High 5.576 5.530 -0.046 -0.8% 5.666
Low 5.480 5.383 -0.097 -1.8% 5.434
Close 5.540 5.441 -0.099 -1.8% 5.623
Range 0.096 0.147 0.051 53.1% 0.232
ATR 0.123 0.125 0.002 2.0% 0.000
Volume 868 381 -487 -56.1% 2,614
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 5.892 5.814 5.522
R3 5.745 5.667 5.481
R2 5.598 5.598 5.468
R1 5.520 5.520 5.454 5.486
PP 5.451 5.451 5.451 5.434
S1 5.373 5.373 5.428 5.339
S2 5.304 5.304 5.414
S3 5.157 5.226 5.401
S4 5.010 5.079 5.360
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 5.383 0.283 5.2% 0.120 2.2% 20% False True 600
10 5.666 5.358 0.308 5.7% 0.125 2.3% 27% False False 501
20 5.715 5.240 0.475 8.7% 0.110 2.0% 42% False False 652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.155
2.618 5.915
1.618 5.768
1.000 5.677
0.618 5.621
HIGH 5.530
0.618 5.474
0.500 5.457
0.382 5.439
LOW 5.383
0.618 5.292
1.000 5.236
1.618 5.145
2.618 4.998
4.250 4.758
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 5.457 5.498
PP 5.451 5.479
S1 5.446 5.460

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

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