NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 4.399 4.301 -0.098 -2.2% 4.554
High 4.417 4.383 -0.034 -0.8% 4.702
Low 4.271 4.232 -0.039 -0.9% 4.232
Close 4.322 4.241 -0.081 -1.9% 4.241
Range 0.146 0.151 0.005 3.4% 0.470
ATR 0.158 0.157 0.000 -0.3% 0.000
Volume 13,390 14,815 1,425 10.6% 89,269
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 4.738 4.641 4.324
R3 4.587 4.490 4.283
R2 4.436 4.436 4.269
R1 4.339 4.339 4.255 4.312
PP 4.285 4.285 4.285 4.272
S1 4.188 4.188 4.227 4.161
S2 4.134 4.134 4.213
S3 3.983 4.037 4.199
S4 3.832 3.886 4.158
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 5.802 5.491 4.500
R3 5.332 5.021 4.370
R2 4.862 4.862 4.327
R1 4.551 4.551 4.284 4.472
PP 4.392 4.392 4.392 4.352
S1 4.081 4.081 4.198 4.002
S2 3.922 3.922 4.155
S3 3.452 3.611 4.112
S4 2.982 3.141 3.983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.702 4.232 0.470 11.1% 0.161 3.8% 2% False True 17,853
10 4.702 4.232 0.470 11.1% 0.153 3.6% 2% False True 18,877
20 4.702 4.140 0.562 13.3% 0.154 3.6% 18% False False 15,105
40 4.702 4.140 0.562 13.3% 0.163 3.8% 18% False False 11,637
60 5.170 4.140 1.030 24.3% 0.144 3.4% 10% False False 9,324
80 5.884 4.140 1.744 41.1% 0.144 3.4% 6% False False 7,662
100 6.160 4.140 2.020 47.6% 0.146 3.4% 5% False False 6,483
120 6.160 4.140 2.020 47.6% 0.148 3.5% 5% False False 5,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.025
2.618 4.778
1.618 4.627
1.000 4.534
0.618 4.476
HIGH 4.383
0.618 4.325
0.500 4.308
0.382 4.290
LOW 4.232
0.618 4.139
1.000 4.081
1.618 3.988
2.618 3.837
4.250 3.590
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 4.308 4.396
PP 4.285 4.344
S1 4.263 4.293

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

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