NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 14-May-2010
Day Change Summary
Previous Current
13-May-2010 14-May-2010 Change Change % Previous Week
Open 4.381 4.415 0.034 0.8% 4.131
High 4.512 4.445 -0.067 -1.5% 4.512
Low 4.259 4.348 0.089 2.1% 4.116
Close 4.440 4.409 -0.031 -0.7% 4.409
Range 0.253 0.097 -0.156 -61.7% 0.396
ATR 0.178 0.172 -0.006 -3.2% 0.000
Volume 74,519 97,984 23,465 31.5% 301,557
Daily Pivots for day following 14-May-2010
Classic Woodie Camarilla DeMark
R4 4.692 4.647 4.462
R3 4.595 4.550 4.436
R2 4.498 4.498 4.427
R1 4.453 4.453 4.418 4.427
PP 4.401 4.401 4.401 4.388
S1 4.356 4.356 4.400 4.330
S2 4.304 4.304 4.391
S3 4.207 4.259 4.382
S4 4.110 4.162 4.356
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5.534 5.367 4.627
R3 5.138 4.971 4.518
R2 4.742 4.742 4.482
R1 4.575 4.575 4.445 4.659
PP 4.346 4.346 4.346 4.387
S1 4.179 4.179 4.373 4.263
S2 3.950 3.950 4.336
S3 3.554 3.783 4.300
S4 3.158 3.387 4.191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.512 4.116 0.396 9.0% 0.168 3.8% 74% False False 60,311
10 4.512 3.971 0.541 12.3% 0.164 3.7% 81% False False 43,784
20 4.548 3.971 0.577 13.1% 0.171 3.9% 76% False False 34,104
40 4.548 3.971 0.577 13.1% 0.171 3.9% 76% False False 31,237
60 5.330 3.971 1.359 30.8% 0.154 3.5% 32% False False 23,906
80 5.894 3.971 1.923 43.6% 0.156 3.5% 23% False False 19,120
100 6.075 3.971 2.104 47.7% 0.163 3.7% 21% False False 15,960
120 6.075 3.971 2.104 47.7% 0.169 3.8% 21% False False 13,667
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.857
2.618 4.699
1.618 4.602
1.000 4.542
0.618 4.505
HIGH 4.445
0.618 4.408
0.500 4.397
0.382 4.385
LOW 4.348
0.618 4.288
1.000 4.251
1.618 4.191
2.618 4.094
4.250 3.936
Fisher Pivots for day following 14-May-2010
Pivot 1 day 3 day
R1 4.405 4.396
PP 4.401 4.384
S1 4.397 4.371

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

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