NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 4.504 4.425 -0.079 -1.8% 4.131
High 4.587 4.433 -0.154 -3.4% 4.512
Low 4.391 4.222 -0.169 -3.8% 4.116
Close 4.436 4.246 -0.190 -4.3% 4.409
Range 0.196 0.211 0.015 7.7% 0.396
ATR 0.171 0.174 0.003 1.8% 0.000
Volume 67,369 56,961 -10,408 -15.4% 301,557
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 4.933 4.801 4.362
R3 4.722 4.590 4.304
R2 4.511 4.511 4.285
R1 4.379 4.379 4.265 4.340
PP 4.300 4.300 4.300 4.281
S1 4.168 4.168 4.227 4.129
S2 4.089 4.089 4.207
S3 3.878 3.957 4.188
S4 3.667 3.746 4.130
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 4.587 4.222 0.365 8.6% 0.177 4.2% 7% False True 73,666
10 4.587 3.971 0.616 14.5% 0.184 4.3% 45% False False 55,558
20 4.587 3.971 0.616 14.5% 0.178 4.2% 45% False False 40,944
40 4.587 3.971 0.616 14.5% 0.177 4.2% 45% False False 35,175
60 5.148 3.971 1.177 27.7% 0.157 3.7% 23% False False 26,822
80 5.810 3.971 1.839 43.3% 0.157 3.7% 15% False False 21,486
100 6.075 3.971 2.104 49.6% 0.161 3.8% 13% False False 17,840
120 6.075 3.971 2.104 49.6% 0.170 4.0% 13% False False 15,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.051
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.330
2.618 4.985
1.618 4.774
1.000 4.644
0.618 4.563
HIGH 4.433
0.618 4.352
0.500 4.328
0.382 4.303
LOW 4.222
0.618 4.092
1.000 4.011
1.618 3.881
2.618 3.670
4.250 3.325
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 4.328 4.405
PP 4.300 4.352
S1 4.273 4.299

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

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