NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	5.777	5.885	0.108	1.9%	5.560
High	5.885	5.941	0.056	1.0%	5.649
Low	5.774	5.865	0.091	1.6%	5.383
Close	5.865	5.912	0.047	0.8%	5.624
Range	0.111	0.076	-0.035	-31.5%	0.266
ATR	0.139	0.134	-0.004	-3.2%	0.000
Volume	666	823	157	23.6%	2,279

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.134	6.099	5.954
R3	6.058	6.023	5.933
R2	5.982	5.982	5.926
R1	5.947	5.947	5.919	5.965
PP	5.906	5.906	5.906	5.915
S1	5.871	5.871	5.905	5.889
S2	5.830	5.830	5.898
S3	5.754	5.795	5.891
S4	5.678	5.719	5.870

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	5.941	5.450	0.491	8.3%	0.122	2.1%	94%	True	False	470
10	5.941	5.383	0.558	9.4%	0.121	2.0%	95%	True	False	535
20	5.941	5.240	0.701	11.9%	0.117	2.0%	96%	True	False	657

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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6.264
2.618	6.140
1.618	6.064
1.000	6.017
0.618	5.988
HIGH	5.941
0.618	5.912
0.500	5.903
0.382	5.894
LOW	5.865
0.618	5.818
1.000	5.789
1.618	5.742
2.618	5.666
4.250	5.542

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	5.909	5.894
PP	5.906	5.876
S1	5.903	5.858

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