NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 19-May-2010
Day Change Summary
Previous Current
18-May-2010 19-May-2010 Change Change % Previous Week
Open 4.615 4.538 -0.077 -1.7% 4.430
High 4.702 4.559 -0.143 -3.0% 4.634
Low 4.517 4.355 -0.162 -3.6% 4.320
Close 4.561 4.382 -0.179 -3.9% 4.530
Range 0.185 0.204 0.019 10.3% 0.314
ATR 0.155 0.159 0.004 2.3% 0.000
Volume 18,934 23,883 4,949 26.1% 99,509
Daily Pivots for day following 19-May-2010
Classic Woodie Camarilla DeMark
R4 5.044 4.917 4.494
R3 4.840 4.713 4.438
R2 4.636 4.636 4.419
R1 4.509 4.509 4.401 4.471
PP 4.432 4.432 4.432 4.413
S1 4.305 4.305 4.363 4.267
S2 4.228 4.228 4.345
S3 4.024 4.101 4.326
S4 3.820 3.897 4.270
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5.437 5.297 4.703
R3 5.123 4.983 4.616
R2 4.809 4.809 4.588
R1 4.669 4.669 4.559 4.739
PP 4.495 4.495 4.495 4.530
S1 4.355 4.355 4.501 4.425
S2 4.181 4.181 4.472
S3 3.867 4.041 4.444
S4 3.553 3.727 4.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.702 4.355 0.347 7.9% 0.167 3.8% 8% False True 21,289
10 4.702 4.140 0.562 12.8% 0.162 3.7% 43% False False 19,331
20 4.702 4.140 0.562 12.8% 0.159 3.6% 43% False False 14,459
40 4.702 4.140 0.562 12.8% 0.160 3.7% 43% False False 11,147
60 5.229 4.140 1.089 24.9% 0.143 3.3% 22% False False 8,935
80 5.884 4.140 1.744 39.8% 0.144 3.3% 14% False False 7,355
100 6.160 4.140 2.020 46.1% 0.145 3.3% 12% False False 6,243
120 6.160 4.140 2.020 46.1% 0.150 3.4% 12% False False 5,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.047
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.426
2.618 5.093
1.618 4.889
1.000 4.763
0.618 4.685
HIGH 4.559
0.618 4.481
0.500 4.457
0.382 4.433
LOW 4.355
0.618 4.229
1.000 4.151
1.618 4.025
2.618 3.821
4.250 3.488
Fisher Pivots for day following 19-May-2010
Pivot 1 day 3 day
R1 4.457 4.529
PP 4.432 4.480
S1 4.407 4.431

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

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