NYMEX Natural Gas Future May 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 5.484 5.601 0.117 2.1% 5.292
High 5.597 5.683 0.086 1.5% 5.597
Low 5.411 5.425 0.014 0.3% 5.253
Close 5.535 5.428 -0.107 -1.9% 5.535
Range 0.186 0.258 0.072 38.7% 0.344
ATR 0.211 0.215 0.003 1.6% 0.000
Volume 23,319 53,335 30,016 128.7% 93,737
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.286 6.115 5.570
R3 6.028 5.857 5.499
R2 5.770 5.770 5.475
R1 5.599 5.599 5.452 5.556
PP 5.512 5.512 5.512 5.490
S1 5.341 5.341 5.404 5.298
S2 5.254 5.254 5.381
S3 4.996 5.083 5.357
S4 4.738 4.825 5.286
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.494 6.358 5.724
R3 6.150 6.014 5.630
R2 5.806 5.806 5.598
R1 5.670 5.670 5.567 5.738
PP 5.462 5.462 5.462 5.496
S1 5.326 5.326 5.503 5.394
S2 5.118 5.118 5.472
S3 4.774 4.982 5.440
S4 4.430 4.638 5.346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.683 5.253 0.430 7.9% 0.201 3.7% 41% True False 26,488
10 5.683 5.110 0.573 10.6% 0.200 3.7% 55% True False 19,762
20 5.767 5.110 0.657 12.1% 0.199 3.7% 48% False False 16,806
40 5.956 5.067 0.889 16.4% 0.206 3.8% 41% False False 12,113
60 5.956 4.656 1.300 23.9% 0.206 3.8% 59% False False 9,513
80 6.200 4.656 1.544 28.4% 0.196 3.6% 50% False False 7,987
100 6.200 4.656 1.544 28.4% 0.189 3.5% 50% False False 6,800
120 6.200 4.656 1.544 28.4% 0.178 3.3% 50% False False 5,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6.780
2.618 6.358
1.618 6.100
1.000 5.941
0.618 5.842
HIGH 5.683
0.618 5.584
0.500 5.554
0.382 5.524
LOW 5.425
0.618 5.266
1.000 5.167
1.618 5.008
2.618 4.750
4.250 4.329
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 5.554 5.468
PP 5.512 5.455
S1 5.470 5.441

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

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