NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 4.228 4.307 0.079 1.9% 4.636
High 4.303 4.329 0.026 0.6% 4.680
Low 4.204 4.258 0.054 1.3% 4.190
Close 4.296 4.307 0.011 0.3% 4.215
Range 0.099 0.071 -0.028 -28.3% 0.490
ATR 0.162 0.155 -0.006 -4.0% 0.000
Volume 13,965 7,743 -6,222 -44.6% 46,272
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 4.511 4.480 4.346
R3 4.440 4.409 4.327
R2 4.369 4.369 4.320
R1 4.338 4.338 4.314 4.343
PP 4.298 4.298 4.298 4.300
S1 4.267 4.267 4.300 4.272
S2 4.227 4.227 4.294
S3 4.156 4.196 4.287
S4 4.085 4.125 4.268
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 5.832 5.513 4.485
R3 5.342 5.023 4.350
R2 4.852 4.852 4.305
R1 4.533 4.533 4.260 4.448
PP 4.362 4.362 4.362 4.319
S1 4.043 4.043 4.170 3.958
S2 3.872 3.872 4.125
S3 3.382 3.553 4.080
S4 2.892 3.063 3.946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.680 4.190 0.490 11.4% 0.168 3.9% 24% False False 11,133
10 4.680 4.190 0.490 11.4% 0.154 3.6% 24% False False 8,839
20 4.680 4.190 0.490 11.4% 0.157 3.6% 24% False False 8,704
40 4.914 4.145 0.769 17.9% 0.147 3.4% 21% False False 7,518
60 5.884 4.145 1.739 40.4% 0.141 3.3% 9% False False 6,095
80 5.990 4.145 1.845 42.8% 0.142 3.3% 9% False False 5,010
100 6.160 4.145 2.015 46.8% 0.148 3.4% 8% False False 4,457
120 6.160 4.145 2.015 46.8% 0.148 3.4% 8% False False 4,037
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 0.024
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 4.631
2.618 4.515
1.618 4.444
1.000 4.400
0.618 4.373
HIGH 4.329
0.618 4.302
0.500 4.294
0.382 4.285
LOW 4.258
0.618 4.214
1.000 4.187
1.618 4.143
2.618 4.072
4.250 3.956
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 4.303 4.296
PP 4.298 4.284
S1 4.294 4.273

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

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