NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 4.425 4.251 -0.174 -3.9% 4.131
High 4.433 4.285 -0.148 -3.3% 4.512
Low 4.222 4.122 -0.100 -2.4% 4.116
Close 4.246 4.185 -0.061 -1.4% 4.409
Range 0.211 0.163 -0.048 -22.7% 0.396
ATR 0.174 0.173 -0.001 -0.5% 0.000
Volume 56,961 64,284 7,323 12.9% 301,557
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 4.686 4.599 4.275
R3 4.523 4.436 4.230
R2 4.360 4.360 4.215
R1 4.273 4.273 4.200 4.235
PP 4.197 4.197 4.197 4.179
S1 4.110 4.110 4.170 4.072
S2 4.034 4.034 4.155
S3 3.871 3.947 4.140
S4 3.708 3.784 4.095
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 4.122 0.465 11.1% 0.159 3.8% 14% False True 71,619
10 4.587 4.013 0.574 13.7% 0.167 4.0% 30% False False 59,371
20 4.587 3.971 0.616 14.7% 0.176 4.2% 35% False False 43,224
40 4.587 3.971 0.616 14.7% 0.179 4.3% 35% False False 36,490
60 5.085 3.971 1.114 26.6% 0.158 3.8% 19% False False 27,796
80 5.810 3.971 1.839 43.9% 0.157 3.8% 12% False False 22,259
100 6.075 3.971 2.104 50.3% 0.161 3.8% 10% False False 18,466
120 6.075 3.971 2.104 50.3% 0.169 4.0% 10% False False 15,784
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 0.042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.978
2.618 4.712
1.618 4.549
1.000 4.448
0.618 4.386
HIGH 4.285
0.618 4.223
0.500 4.204
0.382 4.184
LOW 4.122
0.618 4.021
1.000 3.959
1.618 3.858
2.618 3.695
4.250 3.429
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 4.204 4.355
PP 4.197 4.298
S1 4.191 4.242

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

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