NYMEX Natural Gas Future July 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 4.193 4.111 -0.082 -2.0% 4.416
High 4.251 4.132 -0.119 -2.8% 4.587
Low 4.094 4.049 -0.045 -1.1% 4.094
Close 4.106 4.075 -0.031 -0.8% 4.106
Range 0.157 0.083 -0.074 -47.1% 0.493
ATR 0.172 0.166 -0.006 -3.7% 0.000
Volume 59,179 52,927 -6,252 -10.6% 319,294
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 4.334 4.288 4.121
R3 4.251 4.205 4.098
R2 4.168 4.168 4.090
R1 4.122 4.122 4.083 4.104
PP 4.085 4.085 4.085 4.076
S1 4.039 4.039 4.067 4.021
S2 4.002 4.002 4.060
S3 3.919 3.956 4.052
S4 3.836 3.873 4.029
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 5.741 5.417 4.377
R3 5.248 4.924 4.242
R2 4.755 4.755 4.196
R1 4.431 4.431 4.151 4.347
PP 4.262 4.262 4.262 4.220
S1 3.938 3.938 4.061 3.854
S2 3.769 3.769 4.016
S3 3.276 3.445 3.970
S4 2.783 2.952 3.835
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.587 4.049 0.538 13.2% 0.162 4.0% 5% False True 60,144
10 4.587 4.049 0.538 13.2% 0.156 3.8% 5% False True 63,771
20 4.587 3.971 0.616 15.1% 0.170 4.2% 17% False False 46,252
40 4.587 3.971 0.616 15.1% 0.178 4.4% 17% False False 38,710
60 5.085 3.971 1.114 27.3% 0.158 3.9% 9% False False 29,496
80 5.810 3.971 1.839 45.1% 0.156 3.8% 6% False False 23,572
100 6.050 3.971 2.079 51.0% 0.161 4.0% 5% False False 19,549
120 6.075 3.971 2.104 51.6% 0.166 4.1% 5% False False 16,693
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.045
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.485
2.618 4.349
1.618 4.266
1.000 4.215
0.618 4.183
HIGH 4.132
0.618 4.100
0.500 4.091
0.382 4.081
LOW 4.049
0.618 3.998
1.000 3.966
1.618 3.915
2.618 3.832
4.250 3.696
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 4.091 4.167
PP 4.085 4.136
S1 4.080 4.106

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

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