NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 4.430 4.382 -0.048 -1.1% 4.228
High 4.492 4.472 -0.020 -0.4% 4.385
Low 4.320 4.373 0.053 1.2% 4.140
Close 4.430 4.382 -0.048 -1.1% 4.298
Range 0.172 0.099 -0.073 -42.4% 0.245
ATR 0.160 0.155 -0.004 -2.7% 0.000
Volume 15,103 20,450 5,347 35.4% 67,064
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 4.706 4.643 4.436
R3 4.607 4.544 4.409
R2 4.508 4.508 4.400
R1 4.445 4.445 4.391 4.432
PP 4.409 4.409 4.409 4.402
S1 4.346 4.346 4.373 4.333
S2 4.310 4.310 4.364
S3 4.211 4.247 4.355
S4 4.112 4.148 4.328
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 5.009 4.899 4.433
R3 4.764 4.654 4.365
R2 4.519 4.519 4.343
R1 4.409 4.409 4.320 4.464
PP 4.274 4.274 4.274 4.302
S1 4.164 4.164 4.276 4.219
S2 4.029 4.029 4.253
S3 3.784 3.919 4.231
S4 3.539 3.674 4.163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.492 4.140 0.352 8.0% 0.151 3.5% 69% False False 16,181
10 4.680 4.140 0.540 12.3% 0.160 3.6% 45% False False 13,657
20 4.680 4.140 0.540 12.3% 0.150 3.4% 45% False False 10,577
40 4.753 4.140 0.613 14.0% 0.152 3.5% 39% False False 8,662
60 5.789 4.140 1.649 37.6% 0.141 3.2% 15% False False 7,195
80 5.987 4.140 1.847 42.1% 0.140 3.2% 13% False False 5,923
100 6.160 4.140 2.020 46.1% 0.145 3.3% 12% False False 5,168
120 6.160 4.140 2.020 46.1% 0.150 3.4% 12% False False 4,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.893
2.618 4.731
1.618 4.632
1.000 4.571
0.618 4.533
HIGH 4.472
0.618 4.434
0.500 4.423
0.382 4.411
LOW 4.373
0.618 4.312
1.000 4.274
1.618 4.213
2.618 4.114
4.250 3.952
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 4.423 4.368
PP 4.409 4.353
S1 4.396 4.339

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

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