NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 4.415 4.416 0.001 0.0% 4.131
High 4.445 4.499 0.054 1.2% 4.512
Low 4.348 4.372 0.024 0.6% 4.116
Close 4.409 4.489 0.080 1.8% 4.409
Range 0.097 0.127 0.030 30.9% 0.396
ATR 0.172 0.169 -0.003 -1.9% 0.000
Volume 97,984 71,501 -26,483 -27.0% 301,557
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 4.834 4.789 4.559
R3 4.707 4.662 4.524
R2 4.580 4.580 4.512
R1 4.535 4.535 4.501 4.558
PP 4.453 4.453 4.453 4.465
S1 4.408 4.408 4.477 4.431
S2 4.326 4.326 4.466
S3 4.199 4.281 4.454
S4 4.072 4.154 4.419
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 4.211 0.301 6.7% 0.149 3.3% 92% False False 67,398
10 4.512 3.971 0.541 12.1% 0.162 3.6% 96% False False 47,832
20 4.548 3.971 0.577 12.9% 0.169 3.8% 90% False False 36,551
40 4.548 3.971 0.577 12.9% 0.172 3.8% 90% False False 32,615
60 5.216 3.971 1.245 27.7% 0.154 3.4% 42% False False 24,974
80 5.894 3.971 1.923 42.8% 0.156 3.5% 27% False False 19,994
100 6.075 3.971 2.104 46.9% 0.161 3.6% 25% False False 16,652
120 6.075 3.971 2.104 46.9% 0.169 3.8% 25% False False 14,254
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 0.046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.039
2.618 4.831
1.618 4.704
1.000 4.626
0.618 4.577
HIGH 4.499
0.618 4.450
0.500 4.436
0.382 4.421
LOW 4.372
0.618 4.294
1.000 4.245
1.618 4.167
2.618 4.040
4.250 3.832
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 4.471 4.455
PP 4.453 4.420
S1 4.436 4.386

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

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