NYMEX Natural Gas Future September 2010


Trading Metrics calculated at close of trading on 24-May-2010
Day Change Summary
Previous Current
21-May-2010 24-May-2010 Change Change % Previous Week
Open 4.301 4.213 -0.088 -2.0% 4.554
High 4.383 4.269 -0.114 -2.6% 4.702
Low 4.232 4.180 -0.052 -1.2% 4.232
Close 4.241 4.206 -0.035 -0.8% 4.241
Range 0.151 0.089 -0.062 -41.1% 0.470
ATR 0.157 0.153 -0.005 -3.1% 0.000
Volume 14,815 9,655 -5,160 -34.8% 89,269
Daily Pivots for day following 24-May-2010
Classic Woodie Camarilla DeMark
R4 4.485 4.435 4.255
R3 4.396 4.346 4.230
R2 4.307 4.307 4.222
R1 4.257 4.257 4.214 4.238
PP 4.218 4.218 4.218 4.209
S1 4.168 4.168 4.198 4.149
S2 4.129 4.129 4.190
S3 4.040 4.079 4.182
S4 3.951 3.990 4.157
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 4.180 0.522 12.4% 0.155 3.7% 5% False True 16,135
10 4.702 4.180 0.522 12.4% 0.145 3.4% 5% False True 18,333
20 4.702 4.140 0.562 13.4% 0.152 3.6% 12% False False 15,303
40 4.702 4.140 0.562 13.4% 0.163 3.9% 12% False False 11,684
60 5.167 4.140 1.027 24.4% 0.145 3.4% 6% False False 9,431
80 5.884 4.140 1.744 41.5% 0.144 3.4% 4% False False 7,766
100 6.160 4.140 2.020 48.0% 0.145 3.5% 3% False False 6,561
120 6.160 4.140 2.020 48.0% 0.148 3.5% 3% False False 5,895
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 0.042
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.647
2.618 4.502
1.618 4.413
1.000 4.358
0.618 4.324
HIGH 4.269
0.618 4.235
0.500 4.225
0.382 4.214
LOW 4.180
0.618 4.125
1.000 4.091
1.618 4.036
2.618 3.947
4.250 3.802
Fisher Pivots for day following 24-May-2010
Pivot 1 day 3 day
R1 4.225 4.299
PP 4.218 4.268
S1 4.212 4.237

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

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