NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 5.895 5.735 -0.160 -2.7% 5.928
High 5.895 5.781 -0.114 -1.9% 5.941
Low 5.703 5.649 -0.054 -0.9% 5.649
Close 5.703 5.654 -0.049 -0.9% 5.654
Range 0.192 0.132 -0.060 -31.3% 0.292
ATR 0.140 0.139 -0.001 -0.4% 0.000
Volume 704 765 61 8.7% 3,202
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.091 6.004 5.727
R3 5.959 5.872 5.690
R2 5.827 5.827 5.678
R1 5.740 5.740 5.666 5.718
PP 5.695 5.695 5.695 5.683
S1 5.608 5.608 5.642 5.586
S2 5.563 5.563 5.630
S3 5.431 5.476 5.618
S4 5.299 5.344 5.581
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 6.624 6.431 5.815
R3 6.332 6.139 5.734
R2 6.040 6.040 5.708
R1 5.847 5.847 5.681 5.798
PP 5.748 5.748 5.748 5.723
S1 5.555 5.555 5.627 5.506
S2 5.456 5.456 5.600
S3 5.164 5.263 5.574
S4 4.872 4.971 5.493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.941 5.649 0.292 5.2% 0.132 2.3% 2% False True 640
10 5.941 5.383 0.558 9.9% 0.124 2.2% 49% False False 548
20 5.941 5.240 0.701 12.4% 0.126 2.2% 59% False False 578
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 0.009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.342
2.618 6.127
1.618 5.995
1.000 5.913
0.618 5.863
HIGH 5.781
0.618 5.731
0.500 5.715
0.382 5.699
LOW 5.649
0.618 5.567
1.000 5.517
1.618 5.435
2.618 5.303
4.250 5.088
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 5.715 5.795
PP 5.695 5.748
S1 5.674 5.701

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

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