NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 4.136 4.051 -0.085 -2.1% 4.481
High 4.196 4.140 -0.056 -1.3% 4.548
Low 4.018 4.000 -0.018 -0.4% 4.018
Close 4.050 4.129 0.079 2.0% 4.050
Range 0.178 0.140 -0.038 -21.3% 0.530
ATR 0.180 0.177 -0.003 -1.6% 0.000
Volume 44,743 31,021 -13,722 -30.7% 138,783
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 4.510 4.459 4.206
R3 4.370 4.319 4.168
R2 4.230 4.230 4.155
R1 4.179 4.179 4.142 4.205
PP 4.090 4.090 4.090 4.102
S1 4.039 4.039 4.116 4.065
S2 3.950 3.950 4.103
S3 3.810 3.899 4.091
S4 3.670 3.759 4.052
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.795 5.453 4.342
R3 5.265 4.923 4.196
R2 4.735 4.735 4.147
R1 4.393 4.393 4.099 4.299
PP 4.205 4.205 4.205 4.159
S1 3.863 3.863 4.001 3.769
S2 3.675 3.675 3.953
S3 3.145 3.333 3.904
S4 2.615 2.803 3.759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.548 4.000 0.548 13.3% 0.193 4.7% 24% False True 29,201
10 4.548 4.000 0.548 13.3% 0.175 4.2% 24% False True 25,270
20 4.548 4.000 0.548 13.3% 0.182 4.4% 24% False True 33,805
40 4.815 4.000 0.815 19.7% 0.161 3.9% 16% False True 23,655
60 5.810 4.000 1.810 43.8% 0.154 3.7% 7% False True 18,111
80 6.050 4.000 2.050 49.6% 0.159 3.8% 6% False True 14,558
100 6.075 4.000 2.075 50.3% 0.165 4.0% 6% False True 12,128
120 6.075 4.000 2.075 50.3% 0.167 4.1% 6% False True 10,374
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 0.041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.735
2.618 4.507
1.618 4.367
1.000 4.280
0.618 4.227
HIGH 4.140
0.618 4.087
0.500 4.070
0.382 4.053
LOW 4.000
0.618 3.913
1.000 3.860
1.618 3.773
2.618 3.633
4.250 3.405
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 4.109 4.254
PP 4.090 4.212
S1 4.070 4.171

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

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