NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 4.117 4.037 -0.080 -1.9% 4.325
High 4.175 4.068 -0.107 -2.6% 4.494
Low 4.020 3.986 -0.034 -0.8% 4.020
Close 4.035 4.017 -0.018 -0.4% 4.035
Range 0.155 0.082 -0.073 -47.1% 0.474
ATR 0.173 0.166 -0.006 -3.8% 0.000
Volume 112,682 84,607 -28,075 -24.9% 553,419
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 4.270 4.225 4.062
R3 4.188 4.143 4.040
R2 4.106 4.106 4.032
R1 4.061 4.061 4.025 4.043
PP 4.024 4.024 4.024 4.014
S1 3.979 3.979 4.009 3.961
S2 3.942 3.942 4.002
S3 3.860 3.897 3.994
S4 3.778 3.815 3.972
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 5.605 5.294 4.296
R3 5.131 4.820 4.165
R2 4.657 4.657 4.122
R1 4.346 4.346 4.078 4.265
PP 4.183 4.183 4.183 4.142
S1 3.872 3.872 3.992 3.791
S2 3.709 3.709 3.948
S3 3.235 3.398 3.905
S4 2.761 2.924 3.774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.494 3.986 0.508 12.6% 0.162 4.0% 6% False True 105,770
10 4.494 3.986 0.508 12.6% 0.158 3.9% 6% False True 116,257
20 4.494 3.855 0.639 15.9% 0.168 4.2% 25% False False 106,221
40 4.494 3.855 0.639 15.9% 0.182 4.5% 25% False False 78,743
60 5.008 3.855 1.153 28.7% 0.163 4.0% 14% False False 57,608
80 5.738 3.855 1.883 46.9% 0.162 4.0% 9% False False 45,487
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.048
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 4.417
2.618 4.283
1.618 4.201
1.000 4.150
0.618 4.119
HIGH 4.068
0.618 4.037
0.500 4.027
0.382 4.017
LOW 3.986
0.618 3.935
1.000 3.904
1.618 3.853
2.618 3.771
4.250 3.638
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 4.027 4.097
PP 4.024 4.070
S1 4.020 4.044

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

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