NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 4.325 4.412 0.087 2.0% 4.015
High 4.413 4.494 0.081 1.8% 4.414
Low 4.282 4.296 0.014 0.3% 4.006
Close 4.398 4.342 -0.056 -1.3% 4.312
Range 0.131 0.198 0.067 51.1% 0.408
ATR 0.170 0.172 0.002 1.2% 0.000
Volume 109,172 116,913 7,741 7.1% 611,209
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 4.971 4.855 4.451
R3 4.773 4.657 4.396
R2 4.575 4.575 4.378
R1 4.459 4.459 4.360 4.418
PP 4.377 4.377 4.377 4.357
S1 4.261 4.261 4.324 4.220
S2 4.179 4.179 4.306
S3 3.981 4.063 4.288
S4 3.783 3.865 4.233
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5.468 5.298 4.536
R3 5.060 4.890 4.424
R2 4.652 4.652 4.387
R1 4.482 4.482 4.349 4.567
PP 4.244 4.244 4.244 4.287
S1 4.074 4.074 4.275 4.159
S2 3.836 3.836 4.237
S3 3.428 3.666 4.200
S4 3.020 3.258 4.088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.494 4.133 0.361 8.3% 0.169 3.9% 58% True False 124,671
10 4.494 3.855 0.639 14.7% 0.169 3.9% 76% True False 109,204
20 4.494 3.855 0.639 14.7% 0.173 4.0% 76% True False 99,651
40 4.494 3.855 0.639 14.7% 0.178 4.1% 76% True False 69,999
60 5.075 3.855 1.220 28.1% 0.160 3.7% 40% False False 51,356
80 5.804 3.855 1.949 44.9% 0.163 3.8% 25% False False 40,596
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.336
2.618 5.012
1.618 4.814
1.000 4.692
0.618 4.616
HIGH 4.494
0.618 4.418
0.500 4.395
0.382 4.372
LOW 4.296
0.618 4.174
1.000 4.098
1.618 3.976
2.618 3.778
4.250 3.455
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 4.395 4.373
PP 4.377 4.363
S1 4.360 4.352

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

View Archives - Comment on this page... - Back to Index of Symbols