NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	5.556	5.928	0.372	6.7%	5.560
High	5.631	5.928	0.297	5.3%	5.649
Low	5.556	5.780	0.224	4.0%	5.383
Close	5.624	5.871	0.247	4.4%	5.624
Range	0.075	0.148	0.073	97.3%	0.266
ATR	0.128	0.141	0.013	9.8%	0.000
Volume	365	244	-121	-33.2%	2,279

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.304	6.235	5.952
R3	6.156	6.087	5.912
R2	6.008	6.008	5.898
R1	5.939	5.939	5.885	5.900
PP	5.860	5.860	5.860	5.840
S1	5.791	5.791	5.857	5.752
S2	5.712	5.712	5.844
S3	5.564	5.643	5.830
S4	5.416	5.495	5.790

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.350	6.253	5.770
R3	6.084	5.987	5.697
R2	5.818	5.818	5.673
R1	5.721	5.721	5.648	5.770
PP	5.552	5.552	5.552	5.576
S1	5.455	5.455	5.600	5.504
S2	5.286	5.286	5.575
S3	5.020	5.189	5.551
S4	4.754	4.923	5.478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.928	5.383	0.545	9.3%	0.133	2.3%	90%	True	False	422
10	5.928	5.383	0.545	9.3%	0.124	2.1%	90%	True	False	430
20	5.928	5.240	0.688	11.7%	0.114	1.9%	92%	True	False	670

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6.557
2.618	6.315
1.618	6.167
1.000	6.076
0.618	6.019
HIGH	5.928
0.618	5.871
0.500	5.854
0.382	5.837
LOW	5.780
0.618	5.689
1.000	5.632
1.618	5.541
2.618	5.393
4.250	5.151

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	5.865	5.810
PP	5.860	5.750
S1	5.854	5.689

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