NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 4.284 4.218 -0.066 -1.5% 4.636
High 4.316 4.385 0.069 1.6% 4.680
Low 4.211 4.140 -0.071 -1.7% 4.190
Close 4.278 4.218 -0.060 -1.4% 4.215
Range 0.105 0.245 0.140 133.3% 0.490
ATR 0.152 0.159 0.007 4.4% 0.000
Volume 12,616 14,252 1,636 13.0% 46,272
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 4.983 4.845 4.353
R3 4.738 4.600 4.285
R2 4.493 4.493 4.263
R1 4.355 4.355 4.240 4.341
PP 4.248 4.248 4.248 4.240
S1 4.110 4.110 4.196 4.096
S2 4.003 4.003 4.173
S3 3.758 3.865 4.151
S4 3.513 3.620 4.083
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 4.385 4.140 0.245 5.8% 0.137 3.3% 32% True True 13,366
10 4.680 4.140 0.540 12.8% 0.161 3.8% 14% False True 10,510
20 4.680 4.140 0.540 12.8% 0.159 3.8% 14% False True 9,339
40 4.890 4.140 0.750 17.8% 0.150 3.5% 10% False True 7,914
60 5.789 4.140 1.649 39.1% 0.141 3.3% 5% False True 6,449
80 5.990 4.140 1.850 43.9% 0.143 3.4% 4% False True 5,314
100 6.160 4.140 2.020 47.9% 0.145 3.4% 4% False True 4,675
120 6.160 4.140 2.020 47.9% 0.149 3.5% 4% False True 4,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.426
2.618 5.026
1.618 4.781
1.000 4.630
0.618 4.536
HIGH 4.385
0.618 4.291
0.500 4.263
0.382 4.234
LOW 4.140
0.618 3.989
1.000 3.895
1.618 3.744
2.618 3.499
4.250 3.099
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 4.263 4.263
PP 4.248 4.248
S1 4.233 4.233

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

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