NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 5.735 5.670 -0.065 -1.1% 5.928
High 5.781 5.720 -0.061 -1.1% 5.941
Low 5.649 5.642 -0.007 -0.1% 5.649
Close 5.654 5.659 0.005 0.1% 5.654
Range 0.132 0.078 -0.054 -40.9% 0.292
ATR 0.139 0.135 -0.004 -3.1% 0.000
Volume 765 150 -615 -80.4% 3,202
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 5.908 5.861 5.702
R3 5.830 5.783 5.680
R2 5.752 5.752 5.673
R1 5.705 5.705 5.666 5.690
PP 5.674 5.674 5.674 5.666
S1 5.627 5.627 5.652 5.612
S2 5.596 5.596 5.645
S3 5.518 5.549 5.638
S4 5.440 5.471 5.616
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 5.642 0.299 5.3% 0.118 2.1% 6% False True 621
10 5.941 5.383 0.558 9.9% 0.125 2.2% 49% False False 522
20 5.941 5.264 0.677 12.0% 0.127 2.2% 58% False False 519
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 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.052
2.618 5.924
1.618 5.846
1.000 5.798
0.618 5.768
HIGH 5.720
0.618 5.690
0.500 5.681
0.382 5.672
LOW 5.642
0.618 5.594
1.000 5.564
1.618 5.516
2.618 5.438
4.250 5.311
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 5.681 5.769
PP 5.674 5.732
S1 5.666 5.696

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

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