NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 5.928 5.777 -0.151 -2.5% 5.560
High 5.928 5.885 -0.043 -0.7% 5.649
Low 5.780 5.774 -0.006 -0.1% 5.383
Close 5.871 5.865 -0.006 -0.1% 5.624
Range 0.148 0.111 -0.037 -25.0% 0.266
ATR 0.141 0.139 -0.002 -1.5% 0.000
Volume 244 666 422 173.0% 2,279
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.174 6.131 5.926
R3 6.063 6.020 5.896
R2 5.952 5.952 5.885
R1 5.909 5.909 5.875 5.931
PP 5.841 5.841 5.841 5.852
S1 5.798 5.798 5.855 5.820
S2 5.730 5.730 5.845
S3 5.619 5.687 5.834
S4 5.508 5.576 5.804
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% 0.136 2.3% 88% False False 382
10 5.928 5.383 0.545 9.3% 0.129 2.2% 88% False False 479
20 5.928 5.240 0.688 11.7% 0.115 2.0% 91% False False 675
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.357
2.618 6.176
1.618 6.065
1.000 5.996
0.618 5.954
HIGH 5.885
0.618 5.843
0.500 5.830
0.382 5.816
LOW 5.774
0.618 5.705
1.000 5.663
1.618 5.594
2.618 5.483
4.250 5.302
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 5.853 5.824
PP 5.841 5.783
S1 5.830 5.742

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

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